Efficient estimation in dynamic conditional quantile models
Year of publication: |
2010
|
---|---|
Authors: | Komunjer, Ivana ; Vuong, Quang H. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 157.2010, 2, p. 272-285
|
Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Momentenmethode | Method of moments |
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