Estimation for generalized linear cointegration regression models through composite quantile regression approach
Author:
Funder
National Office for Philosophy and Social Sciences
Chinese National Funding of Social Sciences
Publisher
Elsevier BV
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3. Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression;Cheng;J. Statist. Plann. Inference,2004
4. Co-integration and error correction: representation, estimation and testing;Engle;Econometrica,1987
5. Unit root quantile autoregression testing using covariates;Galvao;J. Econometrics,2009
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