Extended Two-Way Fixed Effects Quantile Cointegration Regression and its Application

Author:

Kim Kiho

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference18 articles.

1. A simple Approach to Quantile Regression for Panel Data;Ivan A Canay;The Econometrics Journal,2011

2. Quantile Regression in the Autoregressive Distributed Lag Modeling Framework;J S Cho;Journal of Econometrics,2015

3. The Relationship between Consumption and Wealth: A Quantile Regression Approach;Fredj Jawadi;Revue d'economie Politique,2014

4. Consumption and Wealth in the US, the UK and the Euro Area: A Nonlinear Investigation;Fredj Jawadi;NIPE WP,2012

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