Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression (Q5133589)

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scientific article; zbMATH DE number 7272453
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Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
scientific article; zbMATH DE number 7272453

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    Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression (English)
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    10 November 2020
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    conditional exogeneity
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    conditional independence
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    empirical process
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    local polynomial
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    quantile regression
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    specification test
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