Pages that link to "Item:Q5411521"

The following pages link to EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION (Q5411521):

Displaying 9 items.

• VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• Bayesian estimation of Archimedean copula-based SUR quantile models (Q2205282) (← links)
• Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
• Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES (Q2826007) (← links)
• <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
• Bayesian bivariate quantile regression (Q4971420) (← links)