Efficient estimation in dynamic conditional quantile models
type: Item
instance of: scholarly article
title: Efficient estimation in dynamic conditional quantile models
zbMATH Open document ID: 1431.62119
author: Ivana Komunjer
author: Quang Vuong
published in: Journal of Econometrics
publication date: 2016-08-04T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6609149
zbMATH Keywords: semiparametric efficiency
zbMATH Keywords: time series models
zbMATH Keywords: dependence
zbMATH Keywords: conditional quantiles
MaRDI profile type: Publication
full work available at URL: j.jeconom.2010.01.001
OpenAlex ID: W2023706839
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DOI: 10.1016/J.JECONOM.2010.01.001
description: scientific article; zbMATH DE number 6609149