Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 2013

Volume: 75

Issue: 2

Pages: 307-321

Authors (3)

Antonio F. Galvao JR. (not in RePEc) Gabriel Montes-Rojas (Universidad de Buenos Aires) Sung Y. Park (Chung-Ang University)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count