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Quantile Autoregression
Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association 101 (2006) September, pp. 980-990
Persistent link: https://www.econbiz.de/10005532630
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Rejoinder
Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association 101 (2006) September, pp. 1002-1006
Persistent link: https://www.econbiz.de/10005734041
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Unit Root Quantile Autoregression Inference
Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association 99 (2004) 1, pp. 775-787
Persistent link: https://www.econbiz.de/10005734162
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Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
Xiao, Zhijie; Koenker, Roger - In: Journal of the American Statistical Association 104 (2009) 488, pp. 1696-1712
Persistent link: https://www.econbiz.de/10008784151