Nonparametric inference for quantile cointegrations with stationary covariates
Yundong Tu, Han-Ying Liang, Qiying Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Tu, Yundong ; Liang, Han-Ying ; Wang, Qiying |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 2, p. 453-482
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| Subject: | Model specification testing | Nonparametric methods | Nonstationarity | Predictive regression | Quantile cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464076