Threshold quantile autoregressive models
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- Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013.
"Testing for Autocorrelation in Quantile Regression Models,"
2013rwp-54, Yonsei University, Yonsei Economics Research Institute.
- Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee, 2014. "Testing for Autocorrelation in Quantile Regression Models," Working papers 2014rwp-76, Yonsei University, Yonsei Economics Research Institute.
- Neil Foster-McGregor & Anders Isaksson & Florian Kaulich, 2016.
"Importing, Productivity and Absorptive Capacity in Sub-Saharan African Manufacturing and Services Firms,"
Open Economies Review,
Springer, vol. 27(1), pages 87-117, February.
- Neil Foster-McGregor & Anders Isaksson & Florian Kaulich, 2016. "Importing, Productivity and Absorptive Capacity in Sub-Saharan African Manufacturing and Services Firms," Open Economies Review, Springer, vol. 27(1), pages 87-117, February.
- Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi, 2015. "Threshold effect test in censored quantile regression," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 149-156.
- Chavas, Jean-Paul & Grainger, Corbett & Hudson, Nicholas, 2016. "How should economists model climate? Tipping points and nonlinear dynamics of carbon dioxide concentrations," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 56-65.
- repec:bla:jtsera:v:38:y:2017:i:1:p:99-119 is not listed on IDEAS
- Neil Foster-McGregor & Anders Isaksson & Florian Kaulich, 2013. "Importing, Productivity and Absorptive Capacity in Sub-Saharan African Manufacturing Firms," wiiw Working Papers 105, The Vienna Institute for International Economic Studies, wiiw.
- Cathy Chen & Richard Gerlach, 2013. "Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity," Computational Statistics, Springer, vol. 28(3), pages 1103-1131, June.
- repec:eee:jmvana:v:158:y:2017:i:c:p:20-30 is not listed on IDEAS
- repec:kap:enreec:v:67:y:2017:i:2:d:10.1007_s10640-015-9987-9 is not listed on IDEAS
- Olivier Damette & Beum-Jo Park, 2015. "Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 996-1022, November.
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