Quantile Time Series Regression Models Revisited

Author:

Christis Katsouris

Keyword:

Economics, Econometrics, Econometrics (econ.EM)

journal:

date:

2023-08-11 16:00:00

Abstract

This article discusses recent developments in the literature of quantile time series models in the cases of stationary and nonstationary underline stochastic processes.

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