Nonstationary nonlinear quantile regression
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Cites work
- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- scientific article; zbMATH DE number 48635 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- An interior point algorithm for nonlinear quantile regression
- Asymptotic Statistics
- Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
- Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series
- Censored regression quantiles
- Convergence of stochastic processes
- Copula-based nonlinear quantile autoregression
- ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
- Functional form misspecification in regressions with a unit root
- Index models with integrated time series
- Least absolute deviations estimation for the censored regression model
- Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
- MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
- Maximum score estimation of a nonstationary binary choice model
- Nonlinear Regressions with Integrated Time Series
- Nonlinear econometric models with cointegrated and deterministically trending regressors
- Nonlinear instrumental variable estimation of an autoregression.
- Nonlinearity, nonstationarity, and spurious forecasts
- Nonparametric LAD cointegrating regression
- Nonstationary Binary Choice
- Nonstationary nonlinear heteroskedasticity in regression
- Nonstationary nonlinear heteroskedasticity.
- Preface
- Quantile cointegrating regression
- Quantile regression.
- REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
- Regression Quantiles
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Structural nonparametric cointegrating regression
- The Bierens test for certain nonstationary models
- Trimmed Least Squares Estimation in the Linear Model
- Unit Root Quantile Autoregression Inference
- VAR for VaR: measuring tail dependence using multivariate regression quantiles
Cited in
(22)- Quantile selection in non-linear GMM quantile models
- On transformed linear cointegration models
- Quantile regression on quantile ranges -- a threshold approach
- Cross-validating fit and predictive accuracy of nonlinear quantile regressions
- Nonstandard quantile-regression inference
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Functional-coefficient quantile cointegrating regression with stationary covariates
- Partial parametric estimation for nonstationary nonlinear regressions
- Copula-based nonlinear quantile autoregression
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Estimation and test for quantile nonlinear cointegrating regression
- Nonparametric inference for quantile cointegrations with stationary covariates
- A quantile regression model for time-series data in the presence of additive components
- Estimation for double-nonlinear cointegration
- Model-averaging-based semiparametric modeling for conditional quantile prediction
- Nonlinear panel data estimation via quantile regressions
- Piecewise quantile autoregressive modeling for nonstationary time series
- A semiparametric nonlinear quantile regression model for financial returns
- scientific article; zbMATH DE number 7070761 (Why is no real title available?)
- Statistical inference for conditional quantiles in nonlinear time series models
- Quantile regression and application for a class of cointegration models
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