Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients
Year of publication: |
2010-11-22
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Authors: | Xiao, Zhijie ; Cai, Zongwu |
Institutions: | Department of Economics, Boston College |
Subject: | Efficiency | nonlinear time series | partially linear | partially varying coefficients | quantile regression | semiparametric |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Boston College Working Papers in Economics Number 761 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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