Quantilograms Under Strong Dependence
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- Ji Hyung Lee & Oliver Linton & YOON-JAE WHANG, 2018. "Quantilograms under Strong Dependence," Working Paper Series no111, Institute of Economic Research, Seoul National University.
- Lee, L. & Linton, O. & Whang, Y-J., 0000. "Quantilograms under Strong Dependence," Cambridge Working Papers in Economics 1936, Faculty of Economics, University of Cambridge.
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JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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