Efficient estimation in dynamic conditional quantile models (Q736520): Difference between revisions

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Revision as of 21:55, 19 March 2024

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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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