Unit root quantile autoregression testing with smooth structural changes
Haiqi Li, Chaowen Zheng
| Year of publication: |
2018
|
|---|---|
| Authors: | Li, Haiqi ; Zheng, Chaowen |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 25.2018, p. 83-89
|
| Subject: | Flexible fourier form | Quantile autoregression | Structural changes | Unit root test | Einheitswurzeltest | Zeitreihenanalyse | Time series analysis | Strukturwandel | Structural change | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012003465