Quantile autoregression

Koenker, Roger, and Zhijie Xiao. “Quantile autoregression”, 2006. http://hdl.handle.net/2345/2496.

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Title: Quantile autoregression
Author: Koenker, Roger
Xiao, Zhijie
School: Arts and Sciences
Discipline: Economics
Genre: article
Date Issued: 2006
Version Identification: Post-print version of an article published in Journal of the American Statistical Association 101(475): 980-990. doi:10.1198/016214506000000672.
Persistent Link: http://hdl.handle.net/2345/2496
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