Specification analysis of linear quantile models (Q2512617): Difference between revisions

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+Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
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+Q3359591
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+Tailor-made tests for goodness of fit to semiparametric hypotheses
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+Consistent model specification tests
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+Simple resampling methods for censored regression quantiles
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+Weak convergence of a self-consistent estimator of the survival function with doubly censored data
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+Q3580540
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+An IV Model of Quantile Treatment Effects
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+Asymptotically uniformly most powerful tests in parametric and semiparametric models
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+Uniform Central Limit Theorems
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+Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
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+Specification tests of parametric dynamic conditional quantiles
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+Regression rank scores and regression quantiles
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+Bootstrapping Quantile Regression Estimators
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+Markov Chain Marginal Bootstrap
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+Bootstrap Methods for Median Regression Models
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+Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
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+An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
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+Q3413299
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+Regression Quantiles
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+Goodness of Fit and Related Inference Processes for Quantile Regression
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Q3288487
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+RESET for quantile regression
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+Q5570567
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+Misspecification Testing in a Class of Conditional Distributional Models
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+An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
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+Asymptotic Statistics
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+Weak convergence and empirical processes. With applications to statistics
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+Econometric Theory and Practice
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+SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
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+Q3365350
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