Three Essays on Time Series Quantile Regression

Three Essays on Time Series Quantile Regression

This dissertation considers quantile regression models with nonstationary or nearly nonstationary time series. The first chapter outlines the thesis and discusses its theoretical and empirical contributions. The second chapter studies inference in quantile regressions with cointegrated variables all...

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Bibliographic Details
Main Author: Wang, Yini
Other Authors: Queen's University (Kingston, Ont.). Theses (Queen's University (Kingston, Ont.))
Language:en
en
Published: 2012
Subjects:
structural change
local-to-unity
Bonferroni method
predictability
quantile regression
cointegration
fully modified estimator
Online Access:http://hdl.handle.net/1974/7340

Internet

http://hdl.handle.net/1974/7340

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