Pages that link to "Item:Q4979106"
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The following pages link to Threshold quantile autoregressive models (Q4979106):
Displaying 14 items.
- Threshold effect test in censored quantile regression (Q894590) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Modeling population dynamics: a quantile approach (Q2344609) (← links)
- Reduced form vector directional quantiles (Q2359673) (← links)
- Discriminant analysis by quantile regression with application on the climate change problem (Q2407065) (← links)
- Markov-switching quantile autoregression: a Gibbs sampling approach (Q2691752) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
- Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
- Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
- Spatial cluster detection with threshold quantile regression (Q6617830) (← links)
