Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Publication: "Network Quantile Autoregression" - Journal of Econometrics



 

 

Publication

 

The paper "Network Quantile Autoregression" by Xuening Zhu, Weining Wang, Hangsheng Wang and Wolfgang Karl Härdle was accepted for publication in the Journal of Econometrics, with the appendix being accepted for web publication.


We look forward to see their article appear in a future issue of JoE.
The article will be based on the SFB 649 Discussion Paper 2016-50.
Our most recent discussion papers are available in our research results section.