Unit root quantile autoregression testing using covariates
Year of publication: |
2009
|
---|---|
Authors: | Galvão Júnior, Antônio Fialho |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 152.2009, 2, p. 165-178
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Theorie | Theory | Autokorrelation | Autocorrelation |
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