Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing cointegration in quantile regressions with an application to the term structure of interest rates |
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Testing cointegration in quantile regressions with an application to the term structure of interest rates (English)
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30 March 2023
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cointegration
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fully modified estimator
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quantile regression
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term structure
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