Efficient estimation in dynamic conditional quantile models
Work
Year: 2010
Type: article
Source: Journal of Econometrics
Authors Ivana Komunjer, Quang Vuong
Cites: 81
Cited by: 24
Related to: 10
FWCI: 2.913
Citation percentile (by year/subfield): 94.73
Domain: Social Sciences
Open Access status: closed