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Conditional Quantile Estimation and Inference for Arch Models. (1996). Zhao, Quanshui ; Koenker, Roger.
In: Econometric Theory.
RePEc:cup:etheor:v:12:y:1996:i:05:p:793-813_00.

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  82. Quantile regression for dynamic panel data with fixed effects. (2011). Galvao, Antonio F..
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  85. ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS. (2009). Escanciano, Juan Carlos.
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  111. TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION. (2007). Park, Beum Jo.
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  125. LAD estimation with random coefficient autocorrelated errors. (2001). Furno, Marilena.
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  127. Restricted Regression Quantiles. (2000). Zhao, Quanshui.
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