Pages that link to "Item:Q736700"
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The following pages link to Specification tests of parametric dynamic conditional quantiles (Q736700):
Displaying 18 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- Quantile regression methods for first-price auctions (Q2074589) (← links)
- Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Markov-switching quantile autoregression: a Gibbs sampling approach (Q2691752) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- Flexible specification testing in quantile regression models (Q6196807) (← links)