Three Essays on Extremal Quantiles

<p>Extremal quantile index is a concept that the quantile index will drift to zero (or one)</p><p>as the sample size increases. The three chapters of my dissertation consists of three</p><p>applications of this concept in three distinct econometric problems. In Chapter...

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Bibliographic Details
Main Author: Zhang, Yichong
Other Authors: Khan, Shakeeb
Published: 2016
Subjects:
Online Access:http://hdl.handle.net/10161/12160