Nonparametric Estimation of Conditional Medians for Linear and Related Processes

Toshio Honda and 敏雄 本田

No 2005-04, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: Local linear estimator; least absolute deviation regression; conditional quantiles; linear processes; short-range dependence; long-range dependence; random design; martingale CLT; simulation study (search for similar items in EconPapers)
Pages: 31 pages
Date: 2007-10
Note: September 2005; October 2007 (revised)
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https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/16925/070econDP05-04.pdf

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Journal Article: Nonparametric estimation of conditional medians for linear and related processes (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2005-04

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