Statistical inference for some econometric time series models
With the increasingly economic activities, people have more and more interest in econometric models. There are two mainstream econometric models which are very popular in recent decades. One is quantile autoregressive (QAR) model which allows varying-coefficients in linear time series and greatly pr...
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| Language: | English |
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The University of Hong Kong (Pokfulam, Hong Kong)
2014
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| Online Access: | http://hdl.handle.net/10722/195984 |