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Nonparametric tests of moment condition stability
Unit roots
Robust inference in nonstationary time series models
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients
Testing unit root based on partially adaptive estimation
Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Conditional Quantile Estimation for GARCH Models
Quantile Cointegrating Regression
Copula-based nonlinear quantile autoregression
Quantile cointegrating regression
Commentaries on "Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition," by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
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