Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence
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References listed on IDEAS
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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More about this item
KeywordsHeavy-tailed Long-range dependent Near-integrated time series and quantile regression;
StatisticsAccess and download statistics
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