Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2011.09.025
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+W2111388513
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+Efficient estimation of a semiparametric partially linear varying coefficient model
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+REGRESSION QUANTILES FOR TIME SERIES
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+Two-step likelihood estimation procedure for varying-coefficient models
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+Nonparametric estimates of regression quantiles and their local Bahadur representation
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+On Additive Conditional Quantiles With High-Dimensional Covariates
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+Some comments on specification tests in nonparametric absolutely regular processes
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+Mixing: Properties and examples
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+Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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+Nonlinear Time Series
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+Quantile splines with several covariates
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+Quantile regression in varying coefficient models.
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+Quantile regression with varying coefficients
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+Regression Quantiles
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+Quantile smoothing splines
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+Quantile Autoregression
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+EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
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+Local Linear Quantile Regression
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+Local Linear Additive Quantile Regression
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+Local polynomial fitting in semivarying coefficient model
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