Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504)
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scientific article; zbMATH DE number 7486317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in a nonlinear quantile autoregression framework |
scientific article; zbMATH DE number 7486317 |
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Testing for a unit root in a nonlinear quantile autoregression framework (English)
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9 March 2022
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nonlinear quantile autoregression
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quantile Cramér-von Mises test
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quantile Kolmogorov-Smirnov test
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quantile \(t\)-ratio test
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