Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nicholas C.S. Sim, 2009. "Modeling Quantile Dependence: A New Look at the Money-Output Relationship," School of Economics Working Papers 2009-34, University of Adelaide, School of Economics.
- John W. Galbraith & Victoria Zinde-Walsh, 2011. "Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes," CIRANO Working Papers 2011s-57, CIRANO.
- John W. Galbraith & Liam Cheung, 2013. "Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model," CIRANO Working Papers 2013s-19, CIRANO.
More about this item
Keywords62G20 62G05 62J05 Generalized function L1-norm LAD Quantile regression;
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