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~institution:"Institute of Economic Research, Hitotsubashi University"
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Institute of Economic Research, Hitotsubashi University
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Department of Econometrics and Business Statistics, Monash Business School
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Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors
Honda, Toshio
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Institute of Economic Research, Hitotsubashi University
-
2010
conditional qth quantile by
local
linear
regression and investigate the asymptotic properties. It is shown that the asymptotic …
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