Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Publication: "Network quantile autoregression"



 

 

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Publication

 

11.04.2019. Xuening Zhu's, Weining Wang's and Wolfgang Härdle's paper entitled "Network quantile autoregression" was published in the Journal of Econometrics. 



https://doi.org/10.1016/j.jeconom.2019.04.034

https://www.sciencedirect.com/science/article/pii/S0304407619300892?via%3Dihub

 

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