Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271)

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Quantile inference for moderate deviations from a unit root model with infinite variance
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    Quantile inference for moderate deviations from a unit root model with infinite variance (English)
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    21 July 2015
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    moderate deviations
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    quantile regression estimation
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    unit root
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    infinite variance
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