Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns*-Reference-Cited by-同舟云学术

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Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns*

Published:2011-12-21 Issue:2 Volume:75 Page:307-321
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:

Author:

Galvao JR. Antonio F.,Montes-Rojas Gabriel,Park Sung Y.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.2011.00683.x/fullpdf

Reference25 articles.

1. ‘Tests for parameter instability and structural change with unknown change point’;Andrews;Econometrica,1993

2. ‘Do recessions permanently change output?’;Beaudry;Journal of Monetary Economics,1993

3. ‘Estimation of a density function using order statistics’;Bofinger;Australian Journal of Statistics,1975

4. ‘How do house prices affect consumption? evidence from micro data’;Campbell;Journal of Monetary Economics,2007

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