Pages that link to "Item:Q736520"
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The following pages link to Efficient estimation in dynamic conditional quantile models (Q736520):
Displaying 14 items.
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Dynamic quantile models (Q299276) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Efficient estimation of population quantiles in general semiparametric regression models (Q952870) (← links)
- Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data (Q3121183) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry (Q3594912) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
- Sequential testing for elicitable functionals via supermartingales (Q6201853) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)
