Table 7. Quantile regression estimated... | Emerald Publishing

Table 7.

Quantile regression estimated coefficients

τ	Δgepu to Δopri_t	Δbyie_t to Δopri_t
0.05	0.074	−0.036
0.10	0.050	−0.049
0.15	0.038	−0.052
0.20	0.019	−0.069
0.25	0.018	−0.096
0.30	0.032	−0.095
0.35	0.029	−0.081
0.40	0.042	−0.051
0.45	−0.037	−0.071
0.50	−0.040	−0.043
0.55	−0.046	−0.038
0.60	−0.045	−0.019
0.65	−0.016	−0.016
0.70	−0.013	−0.002
0.75	−0.019	−0.007
0.80	−0.032	−0.030
0.85	−0.074	−0.041
0.90	−0.058	−0.121
0.95	−0.036	−0.111

τ	Δgepu to Δopri_t	Δbyie_t to Δopri_t
0.05	0.074	−0.036
0.10	0.050	−0.049
0.15	0.038	−0.052
0.20	0.019	−0.069
0.25	0.018	−0.096
0.30	0.032	−0.095
0.35	0.029	−0.081
0.40	0.042	−0.051
0.45	−0.037	−0.071
0.50	−0.040	−0.043
0.55	−0.046	−0.038
0.60	−0.045	−0.019
0.65	−0.016	−0.016
0.70	−0.013	−0.002
0.75	−0.019	−0.007
0.80	−0.032	−0.030
0.85	−0.074	−0.041
0.90	−0.058	−0.121
0.95	−0.036	−0.111

Note:

This table indicates the estimated coefficients of the quantile autoregressive model in (8)