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quantreg Wald-Test
Massimo Schiavo
·
Oct 10, 2012
·
r-help
Hi Stephan, Now I have your same problem on Granger causality test, have you got some news about it? The anova.rq is the right one to do it? Regards, Massimo -- View this message in context: http://r.789695.n4...
Quantile Granger causality
Massimo Schiavo
·
Oct 6, 2012
·
r-help
Good evening (in Italy), Someone of you have ever read anything about quantile cointegration? I want to use the test statistic explained in Chuang et al. (2009), that fundamentally followed the suggestion of Koenker and Machado (1999). This is a...
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