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Unit root quantile autoregression inference
Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 775-787
Persistent link: https://www.econbiz.de/10002242185
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Conditional quantile estimation for GARCH models
Xiao, Zhijie; Koenker, Roger - 2009
Persistent link: https://www.econbiz.de/10003901820
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Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Xiao, Zhijie; Koenker, Roger - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1696-1712
Persistent link: https://www.econbiz.de/10003993253
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Functional-coefficient cointegration models
Xiao, Zhijie - In: Journal of econometrics 152 (2009) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
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Robust inference in nonstationary time series models
Xiao, Zhijie - In: Journal of econometrics 169 (2012) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10009671316
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Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Koenker, Roger - 1998
Persistent link: https://www.econbiz.de/10000995137
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Rank tests for linear models
Koenker, Roger - 1997
Persistent link: https://www.econbiz.de/10001321899
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Asymptotic theory and econometric practice
Koenker, Roger - In: Journal of applied econometrics 3 (1988) 2, pp. 139-147
Persistent link: https://www.econbiz.de/10001078431
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Rank tests for linear models
Koenker, Roger - 1996
Persistent link: https://www.econbiz.de/10000959826
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Adaptive estimation of regression parameters for the Gaussian scale mixture model
Koenker, Roger - In: Empirical economic and financial research : theory, …, (pp. 373-378). 2015
Persistent link: https://www.econbiz.de/10010490090