1. Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus.
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2. Extensions of some classical methods in change point analysis. (2014). Horvath, Lajos ; Rice, Gregory.
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3. On sample marginal quantiles for stationary processes. (2013). Veredas, David ; Dominicy, Yves ; Hormann, Siegfried ; Ogata, Hiroaki.
   In: Statistics & Probability Letters.
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4. Likelihood-based scoring rules for comparing density forecasts in tails. (2011). Panchenko, Valentyn ; van Dijk, Dick ; Diks, Cees.
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5. Likelihood-based scoring rules for comparing density forecasts in tails. (2011). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
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   RePEc:hal:journl:hal-00834423.

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6. Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design. (2005). Haupt, Harry ; Oberhofer, Walter .
   In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
   RePEc:bay:rdwiwi:480.

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7. Nonlinear quantile regression under dependence and heterogeneity. (2003). Haupt, Harry ; Oberhofer, Walter .
   In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
   RePEc:bay:rdwiwi:479.

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1. A nonparametric copula approach to conditional Value-at-Risk. (2019). Dunn, Richard ; Geenens, Gery.
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2. Testing for monotonicity in unobservables under unconfoundedness. (2016). Yang, Thomas Tao ; Su, Liangjun ; hoderlein, stefan ; White, Halbert.
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7. Nonparametric Estimates for Conditional Quantiles of Time Series. (2014). Wang, Weining ; Mwita, Peter ; Franke, Jrgen .
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8. Some Recent Develop- ments on Nonparametric Econometrics. (2013). Li, Qi ; CAI, ZONGWU.
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9. Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models. (2013). CAI, ZONGWU ; Xu, Xiaoping.
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10. Nonparametric LAD cointegrating regression. (2013). Honda, Toshio.
    In: Journal of Multivariate Analysis.
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11. Quantile Prediction. (2013). Komunjer, Ivana.
    In: Handbook of Economic Forecasting.
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12. Re-weighted functional estimation of second-order diffusion processes. (2012). Wang, Yunyan ; Tang, Mingtian ; Zhang, Lixin.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
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13. Empirical likelihood for conditional quantile with left-truncated and dependent data. (2012). Ua-Alvarez, Jacobo ; Liang, Han-Ying.
    In: Annals of the Institute of Statistical Mathematics.
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14. Modelling time trend via spline confidence band. (2012). Wang, Jing.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:64:y:2012:i:2:p:275-301.

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15. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2012). Racine, Jeffrey ; Li, Qi ; Lin, Juan.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2012-10.

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16. Bootstrap confidence bands and partial linear quantile regression. (2012). Härdle, Wolfgang ; Ritov, Yaaacov ; Hrdle, Wolfgang K. ; Song, Song.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:107:y:2012:i:c:p:244-262.

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17. Semiparametric quantile regression estimation in dynamic models with partially varying coefficients. (2012). Xiao, Zhijie ; CAI, ZONGWU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:2:p:413-425.

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18. Asymptotically efficient estimation of the conditional expected shortfall. (2012). Peracchi, Franco ; Leorato, Samantha ; Tanase, Andrei V..
    In: Computational Statistics & Data Analysis.
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19. Nonparametric tests for conditional independence using conditional distributions. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar.
    In: UC3M Working papers. Economics.
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20. From the “European Paradox” to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Bouezmarni, Taoufik ; Taamouti, Abderrahim.
    In: UC3M Working papers. Economics.
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21. Asymptotic properties of conditional quantile estimator for censored dependent observations. (2011). Ua-Lvarez, Jacobo ; Liang, Han-Ying.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:63:y:2011:i:2:p:267-289.

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22. Nonparametric LAD Cointegrating Regression. (2011). Honda, Toshio.
    In: Global COE Hi-Stat Discussion Paper Series.
    RePEc:hst:ghsdps:gd11-207.

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23. Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications. (2011). Phillips, Peter ; Phillips, Peter C. B., ; Xu, Ke-Li.
    In: Journal of Business & Economic Statistics.
    RePEc:bes:jnlbes:v:29:i:4:y:2011:p:518-528.

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24. Modeling Temperature Dynamics for Aquaculture Index Insurance In Taiwan: A Nonlinear Quantile Approach. (2011). Chen, Shu-Ling.
    In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
    RePEc:ags:aaea11:104229.

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25. Efficient estimation in dynamic conditional quantile models. (2010). Komunjer, Ivana ; Vuong, Quang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:272-285.

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26. Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters. (2010). Li, Dong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:179-190.

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27. Tilted Nonparametric Estimation of Volatility Functions. (2010). Xu, Ke-Li ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1612.

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28. CONFIDENCE BANDS IN QUANTILE REGRESSION. (2010). Härdle, Wolfgang ; Hrdle, Wolfgang K. ; Song, Song.
    In: Econometric Theory.
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29. Functional-coefficient models for nonstationary time series data. (2009). Park, Joon ; Li, Qi ; CAI, ZONGWU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:101-113.

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30. The Stochastic Fluctuation of the Quantile Regression Curve. (2008). Härdle, Wolfgang ; Hardle, Wolfgang ; Song, Song.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-027.

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31. A Consistent Nonparametric Test for Causality in Quantile. (2008). Härdle, Wolfgang ; Hardle, Wolfgang ; Jeong, Kiho.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-007.

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32. Change point estimators by local polynomial fits under a dependence assumption. (2008). Li, Degui ; Chen, Jia ; Lin, Zhengyan.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:99:y:2008:i:10:p:2339-2355.

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33. Nonparametric estimation of conditional VaR and expected shortfall. (2008). CAI, ZONGWU ; Wang, Xian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:120-130.

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34. Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws087326.

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35. NoVaS Transformations: Flexible Inference for Volatility Forecasting. (2007). Thomakos, Dimitrios ; Politis, Dimitris N.
    In: Working Paper series.
    RePEc:rim:rimwps:44_07.

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36. Trending time-varying coefficient time series models with serially correlated errors. (2007). CAI, ZONGWU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:136:y:2007:i:1:p:163-188.

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37. Intraday stock prices, volume, and duration: a nonparametric conditional density analysis. (2006). Tay, Anthony S ; Ting, Christopher.
    In: Empirical Economics.
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38. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
    In: Economics Books.
    RePEc:pup:pbooks:8355.

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39. Approximating conditional distribution functions using dimension reduction. (2005). Yao, Qiwei ; Hall, Peter.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:16333.

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40. The asymptotic distribution of the unconditional quantile estimator under dependence. (2005). Haupt, Harry ; Oberhofer, Walter .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:73:y:2005:i:3:p:243-250.

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41. Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models. (2005). Sun, Yiguo.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2005:v:6:i:1:p:105-127.

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42. Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design. (2005). Haupt, Harry ; Oberhofer, Walter .
    In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
    RePEc:bay:rdwiwi:480.

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43. Sliced inverse regression in reference curves estimation. (2004). saracco, jerome ; Girard, Stephane ; Guinot, Christiane ; Gannoun, Ali.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:46:y:2004:i:1:p:103-122.

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44. Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models. (2003). Sun, Yiguo.
    In: Working Papers.
    RePEc:gue:guelph:2003-11.

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45. A Consistent Nonparametric Equality Test of Conditional Quantile Functions. (2003). Sun, Yiguo.
    In: Working Papers.
    RePEc:gue:guelph:2003-10.

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46. Nonlinear quantile regression under dependence and heterogeneity. (2003). Haupt, Harry ; Oberhofer, Walter .
    In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
    RePEc:bay:rdwiwi:479.

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