A Unified Inference for Predictive Quantile Regression

DOI10.1080/01621459.2023.2203354MaRDI QIDQ6567947zbMATH OpenFDO

Authors Xiao Hui Liu, Wei Long, Liang Peng, Bingduo Yang

Publication date 5 July 2024

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2023.2203354

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(2)

• Predictive quantile regressions with persistent and heteroskedastic predictors: a powerful 2SLS testing approach
• A simplified condition for quantile regression

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