Quantile cointegration in the autoregressive distributed-lag modeling framework
Jin Seo Cho, Tae-hwan Kim, Yongcheol Shin
| Year of publication: |
September 2015
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|---|---|
| Authors: | Cho, Jin Seo ; Kim, Tae-hwan ; Shin, Yongcheol |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 188.2015, 1, p. 281-300
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| Subject: | QARDL | Quantile regression | Long-run cointegrating relationship | Dividend smoothing | Time-varying rolling estimation | Kointegration | Cointegration | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Dividende | Dividend | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011500352