Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997)
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scientific article; zbMATH DE number 6464825
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| English | Quantile cointegration in the autoregressive distributed-lag modeling framework |
scientific article; zbMATH DE number 6464825 |
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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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0.8371154069900513
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0.8237466216087341
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0.7880906462669373
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0.7646961808204651
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0.7555557489395142
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Jin Seo Cho
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Tae-Hwan Kim
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Yongcheol Shin
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