Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016)
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scientific article; zbMATH DE number 7585124
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| English | Nonparametric inference for quantile cointegrations with stationary covariates |
scientific article; zbMATH DE number 7585124 |
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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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0.9229789
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0.91114694
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0.9059907
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0.8969923
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0.8967095
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