SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
| Year of publication: |
2010
|
|---|---|
| Authors: | Giraitis, Liudas ; Leipus, Remigijus ; Surgailis, Donatas |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 26.2010, 2, p. 383-406
|