The following pages link to Quantile cointegrating regression (Q302196):
Displaying 20 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Nonparametric LAD cointegrating regression (Q391595) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
- Functional-coefficient cointegration models (Q2630069) (← links)
- Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
- Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
- A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
