Discussion of quantile autoregression by Koenker and Xiao
(2006) Journal of the American Statistical Association — Vol. 101, n° 475, p. 998-1001 (2006)
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London School of Economics and Political Science Department of Economics
Citations
Hafner, C., & Linton, O. (2006). Discussion of quantile autoregression by Koenker and Xiao. Journal of the American Statistical Association, 101(475), 998-1001. https://doi.org/10.1198/016214506000000717 (Original work published 2006)