Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...
This is a preview. Log in through your library . Abstract For a simplified structural equation/IV regression model with one right-side endogenous variable, we derive the exact conditional distribution ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback