Efficientt Conditional Quantile Estimation: The Time Series Case
Year of publication: |
2006-10-01
|
---|---|
Authors: | Komunjer, Ivana ; Vuong, Quang |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | semiparametric efficientcy | time series models | dependence | parametric submodels | conditional quantiles |
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