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Nonparametric tests of moment condition stability
Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Conditional Quantile Estimation for GARCH Models
Copula-Based Nonlinear Quantile Autoregression
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
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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