The authors would like to express their appreciation to Christopher Adam, two anonymous referees, Dan Bernhardt, Odilon Camara, Roger Koenker, Luiz Lima, Simone Manganelli and the participants of seminars at University of Wisconsin-Milwaukee and the 2008 XMU-HUB Workshop on Economics and Financial Econometrics for helpful comments and discussions. All the remaining errors are ours.
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns*
Article first published online: 21 DEC 2011
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford 2011
Oxford Bulletin of Economics and Statistics
Volume 75, Issue 2, pages 307–321, April 2013
How to Cite
Galvao JR., A. F., Montes-Rojas, G. and Park, S. Y. (2013), Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns. Oxford Bulletin of Economics and Statistics, 75: 307–321. doi: 10.1111/j.1468-0084.2011.00683.x
- Issue published online: 4 MAR 2013
- Article first published online: 21 DEC 2011
- Final Manuscript Received: October 2011
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!