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Dynamic Network Quantile Regression Model (2022)

First Author: Xu X

Attributed to: New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/07350015.2022.2093882

Publication URI: http://dx.doi.org/10.1080/07350015.2022.2093882

Type: Journal Article/Review

Parent Publication: Journal of Business & Economic Statistics

Issue: 2