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Discussion of quantile autoregression by Koenker and Xiao
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| Document type | Article de périodique (Journal article) |
|---|---|
| Publication date | 2006 |
| Language | Anglais |
| Journal information | "Journal of the American Statistical Association" - Vol. 101, no. 475, p. 998-1001 (Mars 2006) |
| Peer reviewed | yes |
| Publisher | American statistical association ((United States) [New York]) |
| issn | 0162-1459 |
| e-issn | 1537-274X |
| Publication status | Publié |
| Affiliations |
UCL
- EUEN/CORE - Center for operations research and econometrics London School of Economics and Political Science - Department of Economics |
| Links |
| 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 |