Quasi-maximum likelihood estimation for conditional quantiles (Q265018): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2004.08.010
@@ Property / DOI: 10.1016/j.jeconom.2004.08.010 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+CAViaR
@@ Property / describes a project that uses: CAViaR / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2131374304
@@ Property / OpenAlex ID: W2131374304 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
+Normal rank
@@ Property / cites work @@
+Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
+Normal rank
@@ Property / cites work @@
+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
+Normal rank
@@ Property / cites work @@
+An MCMC approach to classical estimation.
@@ Property / cites work: An MCMC approach to classical estimation. / rank @@
+Normal rank
@@ Property / cites work @@
+Q5550785
@@ Property / cites work: Q5550785 / rank @@
+Normal rank
@@ Property / cites work @@
+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
+Normal rank
@@ Property / cites work @@
+A deep cut ellipsoid algorithm for convex programming: Theory and applications
+Normal rank
@@ Property / cites work @@
+Q4739659
@@ Property / cites work: Q4739659 / rank @@
+Normal rank
@@ Property / cites work @@
+Pseudo Maximum Likelihood Methods: Theory
@@ Property / cites work: Pseudo Maximum Likelihood Methods: Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping Quantile Regression Estimators
@@ Property / cites work: Bootstrapping Quantile Regression Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap Methods for Median Regression Models
@@ Property / cites work: Bootstrap Methods for Median Regression Models / rank @@
+Normal rank
@@ Property / cites work @@
+An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
+Normal rank
@@ Property / cites work @@
+Q5613647
@@ Property / cites work: Q5613647 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting distributions for \(L_1\) regression estimators under general conditions
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Tests for Heteroscedasticity Based on Regression Quantiles
+Normal rank
@@ Property / cites work @@
+An interior point algorithm for nonlinear quantile regression
+Normal rank
@@ Property / cites work @@
+Inference on the Quantile Regression Process
@@ Property / cites work: Inference on the Quantile Regression Process / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation and the Asymptotics of Optimization Estimators
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of regression quantiles in non-stationary, dependent cases
+Normal rank
@@ Property / cites work @@
+Censored regression quantiles
@@ Property / cites work: Censored regression quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Trimmed Least Squares Estimation in the Linear Model
+Normal rank
@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3365350
@@ Property / cites work: Q3365350 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2004.08.010
@@ Property / DOI: 10.1016/J.JECONOM.2004.08.010 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:265018