Pages that link to "Item:Q736520"
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The following pages link to Efficient estimation in dynamic conditional quantile models (Q736520):
Displaying 6 items.
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- Sequential testing for elicitable functionals via supermartingales (Q6201853) (← links)