Testing for a unit root in a nonlinear quantile autoregression framework

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Bibliographische Detailangaben
Veröffentlicht in:	Econometric reviews
1. Verfasser:	Li, Haiqi (VerfasserIn)
Weitere Verfasser:	Park, Sung Y. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2018
Schlagworte:	Nonlinear quantile autoregression > quantile Cramer-von Mises test > quantile Kolmogorov-Smirnov test > quantile t-ratio test > Aufsatz in Zeitschrift
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