slides

Quantile Estimation of A general Single-Index Model

Authors
Publication date
1 January 2008
Publisher
View on arXiv

Abstract

The single-index model is one of the most popular semiparametric models in Econometrics. In this paper, we define a quantile regression single-index model, which includes the single-index structure for conditional mean and for conditional variance.Comment: 32page

    Similar works

    Full text

    thumbnail-image

    Available Versions

    NARCIS

    redirect
    Last time updated on 18/06/2018

    Repository TU/e

    redirect
    oaioai:library.tue.nl:638617
    Last time updated on 12/11/2016

    Pure OAI Repository

    redirect
    oaioai:pure.tue.nl:publications/4...
    Last time updated on 11/08/2023

    Pure OAI Repository

    redirect
    oaioai:pure.tue.nl:openaire_cris_...
    Last time updated on 11/08/2023