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Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models

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  • Xiaoping Xu
  • Zongwu Cai

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  • Xiaoping Xu & Zongwu Cai, 2013. "Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    • Handle: RePEc:wyi:wpaper:001957
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    22. Zongwu Cai, 2002. "A two–stage approach to additive time series models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(4), pages 415-433, November.
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