Unit root quantile autoregression inference

Journal of the American Statistical Association

Volumn 99, Issue 467, 2004, Pages 775-787

  Koenker, Roger ^a   Xiao, Zhijie ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Brownian bridge; Kolmogorov Smirnov tests; Quantile regression process

Indexed keywords

EID: 4944231551     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000001114     Document Type: Article

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