Specification tests of parametric dynamic conditional quantiles (Q736700): Difference between revisions

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-.1016/j.jeconom.2010.06.003
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+A Conditional Kolmogorov Test
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+Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
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+Uniform CLT for Markov chains and its invariance principle: A martingale approach
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+Asymptotic Theory of Least Absolute Error Regression
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+Consistent model specification tests
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+Simple resampling methods for censored regression quantiles
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+The Lindeberg-Levy Theorem for Martingales
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+Q3580540
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+Predictive density and conditional confidence interval accuracy tests
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+Nonparametric tests for conditional symmetry in dynamic models
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+Uniform Central Limit Theorems
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+Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
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+ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS
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+Backtesting Parametric Value-at-Risk With Estimation Risk
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+Generalized spectral tests for the martingale difference hypothesis
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+Regression rank scores and regression quantiles
@@ Property / cites work: Regression rank scores and regression quantiles / rank @@
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+Tests of linear hypotheses based on regression rank scores
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+Bootstrapping Quantile Regression Estimators
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+Markov Chain Marginal Bootstrap
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+A Lack-of-Fit Test for Quantile Regression
@@ Property / cites work: A Lack-of-Fit Test for Quantile Regression / rank @@
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+Bootstrap Methods for Median Regression Models
@@ Property / cites work: Bootstrap Methods for Median Regression Models / rank @@
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+An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
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+Optimal tests for autoregressive models based on autoregression rank scores
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+Q3902263
@@ Property / cites work: Q3902263 / rank @@
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+Regression Quantiles
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+An interior point algorithm for nonlinear quantile regression
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+Inference on the Quantile Regression Process
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+Quantile Autoregression
@@ Property / cites work: Quantile Autoregression / rank @@
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+Quasi-maximum likelihood estimation for conditional quantiles
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+Weighted empirical processes in dynamic nonlinear models.
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+Autoregression quantiles and related rank-scores processes
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+Nonparametric model checks for time series
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+Normal rank
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+A uniform CLT for uniformly bounded families of martingale differences
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+Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series
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+Weak convergence of some classes of martingales with jumps.
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+Subsampling
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+Q3685028
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+An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
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+Weak convergence and empirical processes. With applications to statistics
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+SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
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+Consistent specification testing for conditional moment restrictions
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+Q3365350
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@@ Property / DOI @@
+.1016/J.JECONOM.2010.06.003
@@ Property / DOI: 10.1016/J.JECONOM.2010.06.003 / rank @@
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