Cointegration test for linear time trend model by quantile regression

MaRDI QIDQ4983879zbMATH OpenFDO

Authors Qichang Xie, Qiankun Sun

Publication date 26 April 2021

zbMATH Keywords

cointegration testlinear trendQCS statistics estimating equationquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Recommendations

• Quantile regression and application for a class of cointegration models
• Quantile cointegrating regression
• Estimation and test for quantile nonlinear cointegrating regression
• A CUSUM test for cointegration using regression residuals
• Testing for cointegration using partially linear models

Cited in

(3)

• Quantile regression and application for a class of cointegration models
• Quantile cointegrating regression
• Quantile cointegration in the autoregressive distributed-lag modeling framework

This page was built for publication: Cointegration test for linear time trend model by quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4983879)