Consistent m-estimators in a semi-parametric model
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Bibliographic InfoPaper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 8720.
Length: 54 pages
Date of creation: 1987
Date of revision:
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- Komunjer, Ivana, 2002.
"Quasi-Maximum Likelihood Estimation for Conditional Quantiles,"
1139, California Institute of Technology, Division of the Humanities and Social Sciences.
- Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
- Andrew Patton, 2006.
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- Gourieroux, C. & Jasiak, J., 2008.
"Dynamic quantile models,"
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Elsevier, vol. 147(1), pages 198-205, November.
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