Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference42 articles.
1. Efficient estimation of a semiparametric partially linear varying coefficient mode;Ahmad;The Annals of Statistics,2005
2. Regression quantile for time series;Cai;Econometric Theory,2002
3. Two-step likelihood estimation procedure for varying-coefficient models;Cai;Journal of Multivariate Analysis,2002
4. Average regression surface for dependent data;Cai;Journal of Multivariate Analysis,2000
5. Functional-coefficient regression models for nonlinear time series;Cai;Journal of the American Statistical Association,2000
Cited by 86 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Model-averaging-based semiparametric modeling for conditional quantile prediction;Science China Mathematics;2024-09-10
2. Jackknife Model Averaging for Quantile Single-Index Coefficient Model;Journal of Systems Science and Complexity;2024-06-11
3. Limit Theory and Inference in Non-Cointegrated Functional Coefficient Regression;2024
4. Effects of Household Income and Parental Absence on Investment in Child Education in Thailand: Evidence from Quantile-on-Quantile Approach;Studies in Systems, Decision and Control;2024
5. Automatic variable selection for semiparametric spatial autoregressive model;Econometric Reviews;2023-07-12
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3