Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns

Antonio Galvao, Gabriel Montes-Rojas () and Sung Y. Park

Oxford Bulletin of Economics and Statistics, 2013, vol. 75, issue 2, 307-321

Date: 2013
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Working Paper: Quantile autoregressive distributed lag model with an application to house price returns (2009)
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DOI: 10.1111/obes.2013.75.issue-2

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