Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
By Zongwu Cai, Zhijie Xiao. 2012
120 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/f05112c6713976090362039f86b425ad500de0e0
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- Bryan S. Graham
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Citations in the corpus
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (2013, methodology): “For example, Wang et al. (2009) considered quantile regression SPLVCM by B-spline and developed rank score test; Cai and Xiao (2012) presented the model based on local polynomial smoothing.”
- Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models (2017, background): “Such partially linear semiparametric models have been extensively studied for sampling with no spatial or cross-sectional dependence by, e.g., Ahmad, Leelahanon & Li (2005), Kai, Li & Zou (2011) and Cai & Xiao (2012).”
- A quantile correlated random coefficients panel data model (2016, background): “Equations (10) and (11) generate the period t conditional quantile function”