Quantiles, expectiles and splines

Journal of Econometrics

Volumn 152, Issue 2, 2009, Pages 179-185

  De Rossi, Giuliano ^a   Harvey, Andrew ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Asymmetric least squares; Cubic splines; Quantile regression; Signal extraction; State space smoother

Indexed keywords

ASYMMETRIC LEAST SQUARES; CUBIC SPLINES; QUANTILE REGRESSION; SIGNAL EXTRACTION; STATE SPACE SMOOTHER;

ALGORITHMS; REGRESSION ANALYSIS; SIGNAL PROCESSING; SPLINES; TIME SERIES; TIME VARYING SYSTEMS;

SIGNAL FILTERING AND PREDICTION;

EID: 68949197593     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.01.001     Document Type: Article

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