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Revising beliefs in nonidentified models
Poirier, Dale J.
- In:
Econometric theory
14
(
1998
)
4
,
pp. 483-509
Persistent link: https://www.econbiz.de/10001248237
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2
Conditional quantile estimation and inference for ARCH models
Koenker, Roger
- In:
Econometric theory
12
(
1996
)
5
,
pp. 793-813
Persistent link: https://www.econbiz.de/10001214300
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Momentary lapses : moment expansions and the robustness of minimum distance estimation
Koenker, Roger
(
contributor
)
- In:
Econometric theory
10
(
1994
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10001163332
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Testing for homogeneity in mixture models
Gu, Jiaying
;
Koenker, Roger
;
Volgushev, Stanislav
- In:
Econometric theory
34
(
2018
)
4
,
pp. 850-895
Persistent link: https://www.econbiz.de/10011951435
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5
Conditional Quantile Estimation and Inference for ARCH Models
Koenker, Roger
;
Zhao, Quanshui
- In:
Econometric theory
12
(
1996
)
5
,
pp. 793-813
Persistent link: https://www.econbiz.de/10007002487
Saved in:
6
Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
Koenker, Roger
;
Machado, José A.F.
;
Skeels, Christopher L.
- In:
Econometric theory
10
(
1994
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10007014697
Saved in:
7
When are Expectiles Percentiles?
Koenker, Roger
- In:
Econometric theory
9
(
1993
)
3
,
pp. 526
Persistent link: https://www.econbiz.de/10007019273
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