Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016)

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Nonparametric inference for quantile cointegrations with stationary covariates
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    Nonparametric inference for quantile cointegrations with stationary covariates (English)
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    14 September 2022
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    model specification testing
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    nonparametric methods
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    nonstationarity
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    predictive regression
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    quantile cointegration
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