Pages that link to "Item:Q82997"
From MaRDI portal
The following pages link to Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997):
Displaying 11 items.
- Qardl (Q82998) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- The windowed scalogram difference: a novel wavelet tool for comparing time series (Q1740010) (← 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)
- Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
- Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
- Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
- Dynamic Network Quantile Regression Model (Q6626213) (← links)
- Inference in predictive quantile regressions (Q6664664) (← links)
