09-104/4 - Efficient Estimation of an Additive Quantile Regression

• Authors
  Yebin Cheng, Shanghai University of Finance; Jan G. De Gooijer, University of Amsterdam; Dawit Zerom, California State University at Fullerton
• Publication date
  November 19, 2009

• Keywords
  Additive models, Asymptotic properties, Dependent data, Internalized kernel smoother, Local polynomial, Oracle efficiency
• JEL
  C01, C14