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Semiparametric quantile regression estimation in dynamic models with partially varying coefficients. (2012). Xiao, Zhijie ; CAI, ZONGWU.
In: Journal of Econometrics.
RePEc:eee:econom:v:167:y:2012:i:2:p:413-425.

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  4. High-dimensional quantile varying-coefficient models with dimension reduction. (2022). Lian, Heng ; Zhao, Weihua.
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  15. Does the Impact of Carbon Price Determinants Change with the Different Quantiles of Carbon Prices? Evidence from China ETS Pilots. (2020). Chen, XI ; Chai, Shanglei ; Chu, Wenjun ; Du, MO.
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  49. Efficient Model Selection in Semivarying Coefficient Models. (2012). VanKeilegom, Ingrid ; Noh, Hohsuk ; van Keilegom, Ingrid.
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  22. Asymptotically efficient estimation of the conditional expected shortfall. (2012). Peracchi, Franco ; Leorato, Samantha ; Tanase, Andrei V..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:4:p:768-784.

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  23. Nonparametric tests for conditional independence using conditional distributions. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1217.

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  24. From the “European Paradox” to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Taamouti, Abderrahim ; Bouezmarni, Taoufik.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1211.

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  25. Asymptotic properties of conditional quantile estimator for censored dependent observations. (2011). Ua-lvarez, Jacobo ; Liang, Han-Ying.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:63:y:2011:i:2:p:267-289.

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  26. Nonparametric LAD Cointegrating Regression. (2011). Honda, Toshio.
    In: Global COE Hi-Stat Discussion Paper Series.
    RePEc:hst:ghsdps:gd11-207.

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  27. Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications. (2011). Phillips, Peter ; Xu, Ke-Li ; Phillips, Peter C. B., .
    In: Journal of Business & Economic Statistics.
    RePEc:bes:jnlbes:v:29:i:4:y:2011:p:518-528.

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  28. Modeling Temperature Dynamics for Aquaculture Index Insurance In Taiwan: A Nonlinear Quantile Approach. (2011). Chen, Shu-Ling.
    In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
    RePEc:ags:aaea11:104229.

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  29. Efficient estimation in dynamic conditional quantile models. (2010). Komunjer, Ivana ; Vuong, Quang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:272-285.

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  30. Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters. (2010). Li, Dong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:179-190.

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  31. Tilted Nonparametric Estimation of Volatility Functions. (2010). Xu, Ke-Li ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1612.

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  32. CONFIDENCE BANDS IN QUANTILE REGRESSION. (2010). Härdle, Wolfgang ; Song, Song ; Hrdle, Wolfgang K..
    In: Econometric Theory.
    RePEc:cup:etheor:v:26:y:2010:i:04:p:1180-1200_99.

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  33. Functional-coefficient models for nonstationary time series data. (2009). Park, Joon ; Li, Qi ; CAI, ZONGWU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:101-113.

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  34. The Stochastic Fluctuation of the Quantile Regression Curve. (2008). Härdle, Wolfgang ; Song, Song ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-027.

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  35. A Consistent Nonparametric Test for Causality in Quantile. (2008). Härdle, Wolfgang ; Jeong, Kiho ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-007.

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  36. Change point estimators by local polynomial fits under a dependence assumption. (2008). Li, Degui ; Chen, Jia ; Lin, Zhengyan .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:99:y:2008:i:10:p:2339-2355.

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  37. Nonparametric estimation of conditional VaR and expected shortfall. (2008). CAI, ZONGWU ; Wang, Xian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:120-130.

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  38. Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws087326.

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  39. NoVaS Transformations: Flexible Inference for Volatility Forecasting. (2007). Thomakos, Dimitrios ; Politis, Dimitris N.
    In: Working Paper series.
    RePEc:rim:rimwps:44_07.

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  40. Trending time-varying coefficient time series models with serially correlated errors. (2007). CAI, ZONGWU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:136:y:2007:i:1:p:163-188.

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  41. Intraday stock prices, volume, and duration: a nonparametric conditional density analysis. (2006). Tay, Anthony S ; Ting, Christopher.
    In: Empirical Economics.
    RePEc:spr:empeco:v:30:y:2006:i:4:p:827-842.

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  42. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

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  43. Approximating conditional distribution functions using dimension reduction. (2005). Hall, Peter ; Yao, Qiwei.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:16333.

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  44. The asymptotic distribution of the unconditional quantile estimator under dependence. (2005). Haupt, Harry ; Oberhofer, Walter .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:73:y:2005:i:3:p:243-250.

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  45. Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models. (2005). Sun, Yiguo.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2005:v:6:i:1:p:105-127.

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  46. Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design. (2005). Haupt, Harry ; Oberhofer, Walter .
    In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
    RePEc:bay:rdwiwi:480.

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  47. Sliced inverse regression in reference curves estimation. (2004). saracco, jerome ; Gannoun, Ali ; Girard, Stephane ; Guinot, Christiane .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:46:y:2004:i:1:p:103-122.

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  48. Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models. (2003). Sun, Yiguo.
    In: Working Papers.
    RePEc:gue:guelph:2003-11.

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  49. A Consistent Nonparametric Equality Test of Conditional Quantile Functions. (2003). Sun, Yiguo.
    In: Working Papers.
    RePEc:gue:guelph:2003-10.

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  50. Nonlinear quantile regression under dependence and heterogeneity. (2003). Haupt, Harry ; Oberhofer, Walter .
    In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
    RePEc:bay:rdwiwi:479.

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