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Title
Conditional Quantile Estimation for GARCH Models
Author
Xiao, Zhijie
,
Koenker, Roger
Date
2009
Genre
working paper
Title
Copula-Based Nonlinear Quantile Autoregression
Author
Chen, Xiaohong
,
Koenker, Roger
,
Xiao, Zhijie
Date
2008
Genre
working paper
Title
Quantile Cointegrating Regression
Author
Xiao, Zhijie
Date
2009
Genre
working paper
Title
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom
Author
Atak, Alev
,
Linton, Oliver
,
Xiao, Zhijie
Date
2010
Genre
working paper
Title
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients
Author
Cai, Zongwu
,
Xiao, Zhijie
Date
2010
Genre
working paper