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Nonparametric tests of moment condition stability
Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Quantile Cointegrating Regression
Testing the null hypothesis of stationarity against an autoregressive unit root alternative
Partially linear models with unit roots
Power functions and envelopes for unit root tests
Copula-based nonlinear quantile autoregression
Efficient detrending in cointegrating regression

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