Quantile Estimation of A general Single-Index Model

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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.
32pages

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Methodology

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http://salesiana.dossiersoluciones.com/handle/123456789/169703

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0803.2474
 http://arxiv.org/abs/0803.2474

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arXiv