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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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    20. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January.
    21. Cai, Zongwu & Fan, Jianqing & Yao, Qiwei, 2000. "Functional-coefficient regression models for nonlinear time series," LSE Research Online Documents on Economics 6314, London School of Economics and Political Science, LSE Library.
    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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    26. Keming Yu & Zudi Lu, 2004. "Local Linear Additive Quantile Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(3), pages 333-346, September.
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