Selecting between causal and noncausal models with quantile autoregressions (Q2700580)
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scientific article; zbMATH DE number 7679742
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| English | Selecting between causal and noncausal models with quantile autoregressions |
scientific article; zbMATH DE number 7679742 |
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Selecting between causal and noncausal models with quantile autoregressions (English)
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27 April 2023
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causal and noncausal time series
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financial bubbles
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model selection criterion
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quantile autoregressions
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regularly varying variables
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