Efficient estimation in dynamic conditional quantile models (Q736520): Difference between revisions
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Revision as of 21:55, 19 March 2024
scientific article
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English | Efficient estimation in dynamic conditional quantile models |
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Efficient estimation in dynamic conditional quantile models (English)
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4 August 2016
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semiparametric efficiency
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time series models
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dependence
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conditional quantiles
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