Likelihood-based quantile autoregressive distributed lag models and its applications
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Publication:5036968
DOI10.1080/02664763.2019.1633285OpenAlexW2955223962WikidataQ127613356 ScholiaQ127613356MaRDI QIDQ5036968
Man-Lai Tang, Liyong Wang, Yanchao Zang, Mao-Zai Tian, Yu-Zhu Tian
Publication date: 25 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2019.1633285
Related Items (2)
Maximum likelihood estimation for quantile autoregression models with Markovian switching ⋮ Markov switching quantile regression models with time-varying transition probabilities
Uses Software
Cites Work
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