Unit root quantile autoregression testing using covariates (Q2630077): Difference between revisions

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+An Empirical Quantile Function for Linear Models with | operatornameiid Errors
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Testing for unit roots with stationary covariates
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Rank tests of unit root hypothesis with infinite variance errors
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+Robust Rank Tests of the Unit Root Hypothesis
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+Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
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+Q3413299
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+Regression Quantiles
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+Unit Root Quantile Autoregression Inference
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+Towards a unified asymptotic theory for autoregression
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+Fully Modified Least Squares and Vector Autoregression
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Convergence of stochastic processes
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+Testing for structural change in regression quantiles
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+Inference in a nearly integrated autoregressive model with nonnormal innovations
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+Distribution theory for unit root tests with conditional heteroskedasticity
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+UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
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+Testing for parameter stability in quantile regression models
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+ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE “MODIFIED”
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