SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546): Difference between revisions

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+Quasi-maximum likelihood estimation for conditional quantiles
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+Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
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+Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
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+Exogeneity
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+Adaptive estimation in time-series models
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+Sample heterogeneity and M-estimation
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+Efficient estimation of general dynamic models with a continuum of moment conditions
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+Pseudo Maximum Likelihood Methods: Theory
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+On estimation and adaptive estimation for locally asymptotically normal families
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+On adaptive estimation
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+Information and asymptotic efficiency in parametric-nonparametric models
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+Profile likelihood and conditionally parametric models
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+On Profile Likelihood
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+On adaptive estimation in stationary ARMA processes
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466609100038
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+W1978346741
@@ Property / OpenAlex ID: W1978346741 / rank @@
+Normal rank