Quantile autoregressive distributed lag model with an application to house price returns
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- Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013. "Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
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Keywordsquantile autoregression; distributed lag model; autoregressive model;
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