Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504): Difference between revisions

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+ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
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+Rank tests for unit roots
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+Forecasting for quantile self-exciting threshold autoregressive time series models
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+Quantile self-exciting threshold autoregressive time series models
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+Smooth transition quantile capital asset pricing models with heteroscedasticity
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+How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes?
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Q3753259
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Unit root quantile autoregression testing using covariates
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+Testing linearity against threshold effects: uniform inference in quantile regression
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+Threshold quantile autoregressive models
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+Robust Rank Tests of the Unit Root Hypothesis
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+Unit root tests in three‐regime SETAR models
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+Testing for a unit root in the nonlinear STAR framework
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+Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Unit Root Quantile Autoregression Inference
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+Quantile Autoregression
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS
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+Testing for a unit root in time series regression
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+Trends and Random Walks in Macroeconomic Time Series: A Re-Examination
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+An analysis of variance test for normality (complete samples)
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