Nonparametric LAD cointegrating regression (Q391595): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2013.02.009
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+W2161222827
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+REGRESSION QUANTILES FOR TIME SERIES
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+Regression Quantiles
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+Quantile cointegrating regression
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