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Discussion of quantile autoregression by Koenker and Xiao

Bibliographic reference Hafner, Christian ; Linton, Olivier. Discussion of quantile autoregression by Koenker and Xiao. In: Journal of the American Statistical Association, Vol. 101, no. 475, p. 998-1001 (Mars 2006)
Permanent URL http://hdl.handle.net/2078.1/23579