Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- scientific article; zbMATH DE number 1423403 (Why is no real title available?)
- Average regression surface for dependent data
- Bivariate Quantile Smoothing Splines
- Bivariate tensor-product B-splines in a partly linear model
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- Efficient estimation of a semiparametric partially linear varying coefficient model
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- Local Linear Additive Quantile Regression
- Local Linear Quantile Regression
- Local polynomial fitting in semivarying coefficient model
- Mixing: Properties and examples
- Multivariate locally weighted least squares regression
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
- Nonlinear Time Series
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
- Nonparametric quantile estimations for dynamic smooth coefficient models
- On Additive Conditional Quantiles With High-Dimensional Covariates
- On average derivative quantile regression
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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- Quantile smoothing splines
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- REGRESSION QUANTILES FOR TIME SERIES
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- Some asymptotic results on bivariate quantile splines
- Some comments on specification tests in nonparametric absolutely regular processes
- Some recent developments on nonparametric econometrics
- Two-step likelihood estimation procedure for varying-coefficient models
- Value at risk: Recent advances
Cited in
(75)- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
- GEE analysis for longitudinal single-index quantile regression
- Statistical inference for a single-index varying coefficient model with measurement errors in all covariates
- Limit theory and inference in non-cointegrated functional coefficient regression
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Quantile regression for single-index-coefficient regression models
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Statistical inference for a varying-coefficient partially nonlinear model with measurement errors
- Estimation and inference for varying coefficient partially nonlinear models
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Local partitioned quantile regression
- Local rank estimation and related test for varying-coefficient partially linear models
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Nonparametric estimation and inference on conditional quantile processes
- Quantile regression with varying coefficients
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Non-separable models with high-dimensional data
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- Quantile regression in partially linear varying coefficient models
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Jackknife model averaging for quantile single-index coefficient model
- Automatic variable selection for semiparametric spatial autoregressive model
- Quantile regression for varying coefficient spatial error models
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Quantile index coefficient model with variable selection
- Estimation for varying coefficient partially nonlinear models with distorted measurement errors
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Estimation and inference in semiparametric quantile factor models
- Functional-coefficient quantile cointegrating regression with stationary covariates
- Model averaging for semiparametric varying coefficient quantile regression models
- Quantile regression for dynamic partially linear varying coefficient time series models
- Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors
- Local asymptotics for nonparametric quantile regression with regression splines
- Semiparametric estimation of varying trade elasticities in gravity
- Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
- Efficient model selection in semivarying coefficient models
- Spurious functional-coefficient regression models and robust inference with marginal integration
- Quantile estimation for spatial semiparametric varying coefficient partially linear regression
- Neural Networks for Partially Linear Quantile Regression
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Time-varying quantile single-index model for multivariate responses
- Econometric modeling of risk measures: a selective review of the recent literature
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- A panel quantile model via correlated random effects approach for testing pecking order theory
- A quantile correlated random coefficients panel data model
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- The \(k\)th power expectile regression
- Functional-coefficient cointegration models in the presence of deterministic trends
- Quantile regression of dynamic single index varying coefficient models
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Kumaraswamy regression model with Aranda-Ordaz link function
- High-dimensional quantile varying-coefficient models with dimension reduction
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- The \(k\)th power expectile estimation and testing
- Optimal smoothing in nonparametric conditional quantile derivative function estimation
- Model-averaging-based semiparametric modeling for conditional quantile prediction
- An efficient hybrid approach of quantile and expectile regression
- Robust check loss-based inference of semiparametric models and its application in environmental data
- Statistical inference of locally stationary functional coefficient models
- Bayesian empirical likelihood of quantile regression with missing observations
- The distribution of rolling regression estimators
- Semiparametric quantile regression with random censoring
- A simple quantile regression model linking micro outcomes to macro covariates
- Empirical likelihood for quantile regression models with response data missing at random
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Weighted composite quantile regression for partially linear varying coefficient models
- Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
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