Quantile autoregressive distributed lag model with an application to house price returns
Antonio F. Galvao, Gabriel Montes-Rojas and Sung Y. Park
| Year of publication: |
2013
|
|---|---|
| Authors: | Galvao, Antonio Fialho <Jr.> ; Montes-Rojas, Gabriel ; Park, Sung Y. |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 75.2013, 2, p. 307-321
|
| Subject: | Immobilienpreis | Real estate price | Lag-Modell | Lag model | Kointegration | Cointegration | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Hedonischer Preisindex | Hedonic price index | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009754614