@TECHREPORT {SFB649DP2016-047,
  AUTHOR={Zbonakova, Lenka and Hardle, Wolfgang Karl and Wang, Weining},
  TITLE={{Time Varying Quantile Lasso}},
  YEAR=2016,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2016-047.pdf},
  NUMBER={2016-047}
}