Quantile autoregressive distributed lag model with an application to house price returns
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 |
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