Pages that link to "Item:Q2630077"

The following pages link to Unit root quantile autoregression testing using covariates (Q2630077):

Displaying 12 items.

• Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
• Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
• Covariate unit root tests with good size and power (Q1927093) (← links)
• Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
• Quantile unit root inference for panel data with common shocks (Q2083566) (← links)
• Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
• The changing dynamics of US inflation persistence: a quantile regression approach (Q2687864) (← links)
• Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
• Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
• A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
• Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
• Testing for explosive bubbles in the presence of non-Gaussian conditions (Q6117821) (← links)