Common threshold in quantile regressions with an application to pricing for reputation
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Publication:5860925
DOI10.1080/07474938.2017.1318469zbMath1490.62483OpenAlexW787558739MaRDI QIDQ5860925
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1784
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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