Specification Tests of Parametric Dynamic Conditional Quantiles
Year of publication: |
2008
|
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Authors: | Escanciano, Juan Carlos ; Velasco, Carlos |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis | Numerisches Verfahren | Numerical analysis | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (33 p) |
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Series: | CAEPR Working Paper ; No. 2008-021 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 15, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1228528 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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