Inference on the Quantile Regression Process
From MaRDI portal
Publication:5475000
DOI10.1111/1468-0262.00342zbMath1152.62339OpenAlexW1979646690MaRDI QIDQ5475000
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00342
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)
Related Items (74)
Quasi-maximum likelihood estimation for conditional quantiles ⋮ Martingale transforms goodness-of-fit tests in regression models. ⋮ Estimation for Extreme Conditional Quantiles of Functional Quantile Regression ⋮ Asymptotics of the regression quantile basic solution under misspecification. ⋮ Instrumental quantile regression inference for structural and treatment effect models ⋮ Statistical inference in the presence of heavy tails ⋮ Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Testing for structural change in regression quantiles ⋮ How do mobility restrictions and social distancing during COVID-19 affect oil price? ⋮ Dynamic quantile models ⋮ Local structural quantile effects in a model with a nonseparable control variable ⋮ Quantile cointegrating regression ⋮ Testing semiparametric conditional moment restrictions using conditional martingale transforms ⋮ Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression ⋮ Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View ⋮ ARCH tests and quantile regressions ⋮ Conditional growth charts. (With discussion and rejoinder) ⋮ GMM quantile regression ⋮ Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach ⋮ A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS ⋮ Distribution free testing for conditional distributions given covariates ⋮ Single-index Thresholding in Quantile Regression ⋮ Nonparametric inference on smoothed quantile regression process ⋮ Two-Sample Testing for Tail Copulas with an Application to Equity Indices ⋮ Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach ⋮ Flexible specification testing in quantile regression models ⋮ Goodness-of-fit testing for copulas: a distribution-free approach ⋮ Quantile selection in non-linear GMM quantile models ⋮ Asymptotically distribution-free tests for the volatility function of a diffusion ⋮ Averaged Autoregression Quantiles in Autoregressive Model ⋮ Long-tail longitudinal modeling of insurance company expenses ⋮ Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes ⋮ Expansion for moments of regression quantiles with applications to nonparametric testing ⋮ The Two-Piece Normal-Laplace Distribution ⋮ NONSTANDARD QUANTILE-REGRESSION INFERENCE ⋮ On Testing the Equality of Mean and Quantile Effects ⋮ Misspecification Testing in a Class of Conditional Distributional Models ⋮ Causal inference by quantile regression kink designs ⋮ Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example ⋮ Quantile cointegration in the autoregressive distributed-lag modeling framework ⋮ Linear quantile mixed models ⋮ Permutation test for heterogeneous treatment effects with a nuisance parameter ⋮ Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification ⋮ Stationary vine copula models for multivariate time series ⋮ Weak convergence of local quantile treatment effect processes ⋮ A conversation with Estate V. Khmaladze ⋮ Estimating and testing a quantile regression model with interactive effects ⋮ Optimal smoothing in nonparametric conditional quantile derivative function estimation ⋮ Efficient estimation in dynamic conditional quantile models ⋮ Robust penalized quantile regression estimation for panel data ⋮ Specification tests of parametric dynamic conditional quantiles ⋮ Smoothing Quantile Regressions ⋮ Multiple Testing and the Distributional Effects of Accountability Incentives in Education ⋮ Estimation and Inference of Distributional Partial Effects: Theory and Application ⋮ Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs ⋮ Testing linearity against threshold effects: uniform inference in quantile regression ⋮ Comparing two independent groups via the lower and upper quantiles ⋮ Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity ⋮ Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle ⋮ Median Regression Models for Longitudinal Data with Dropouts ⋮ A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS ⋮ BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL ⋮ Copula-based nonlinear quantile autoregression ⋮ Quantile regression methods for first-price auctions ⋮ Quantile-Regression Inference With Adaptive Control of Size ⋮ Goodness-of-fit problem for errors in nonparametric regression: distribution free approach ⋮ Editorial: Quantile regression ⋮ Partial identification of the treatment effect distribution and its functionals ⋮ QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS ⋮ A specification test for dynamic conditional distribution models with function-valued parameters ⋮ Nonparametric estimation and inference on conditional quantile processes ⋮ Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion ⋮ Asymptotically distribution-free goodness-of-fit testing for tail copulas ⋮ Sheep in wolf's clothing: using the least squares criterion for quantile estimation
This page was built for publication: Inference on the Quantile Regression Process