Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747): Difference between revisions

@@ Property / describes a project that uses @@
+quantilogram
@@ Property / describes a project that uses: quantilogram / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1515/jtse-2021-0002
+Normal rank
@@ Property / OpenAlex ID @@
+W4200295357
@@ Property / OpenAlex ID: W4200295357 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
+Normal rank
@@ Property / cites work @@
+Conditional quantiles and tail dependence
@@ Property / cites work: Conditional quantiles and tail dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Vector quantile regression: an optimal transport approach
+Normal rank
@@ Property / cites work @@
+An IV Model of Quantile Treatment Effects
@@ Property / cites work: An IV Model of Quantile Treatment Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Instrumental quantile regression inference for structural and treatment effect models
+Normal rank
@@ Property / cites work @@
+Instrumental variable quantile regression: a robust inference approach
+Normal rank
@@ Property / cites work @@
+Specification tests of parametric dynamic conditional quantiles
+Normal rank
@@ Property / cites work @@
+Efficient Semiparametric Estimation of Quantile Treatment Effects
+Normal rank
@@ Property / cites work @@
+Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment
+Normal rank
@@ Property / cites work @@
+Testing linearity against threshold effects: uniform inference in quantile regression
+Normal rank
@@ Property / cites work @@
+Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
+Normal rank
@@ Property / cites work @@
+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
+Normal rank
@@ Property / cites work @@
+Inference on impulse response functions in structural VAR models
+Normal rank
@@ Property / cites work @@
+Joint confidence sets for structural impulse responses
+Normal rank
@@ Property / cites work @@
+Asymptotics for argmin processes: convexity arguments
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile Autoregression
@@ Property / cites work: Quantile Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile regression methods for recursive structural equation models
+Normal rank
@@ Property / cites work @@
+Reduced form vector directional quantiles
@@ Property / cites work: Reduced form vector directional quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Quantile Impulse Response Functions
@@ Property / cites work: Multivariate Quantile Impulse Response Functions / rank @@
+Normal rank
@@ Property / cites work @@
+On directional multiple-output quantile regression
+Normal rank
@@ Property / cites work @@
+Computing multiple-output regression quantile regions
+Normal rank
@@ Property / cites work @@
+Testing for structural change in regression quantiles
+Normal rank
@@ Property / cites work @@
+An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
+Normal rank
@@ Property / cites work @@
+VAR for VaR: measuring tail dependence using multivariate regression quantiles
+Normal rank