Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile cointegration in the autoregressive distributed-lag modeling framework |
scientific article |
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188
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1
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281-300
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September 2015
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27 July 2015
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Quantile cointegration in the autoregressive distributed-lag modeling framework (English)
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QARDL
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quantile regression
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long-run cointegrating relationship
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dividend smoothing
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time-varying rolling estimation
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