A consistent nonparametric test of parametric regression models under conditional quantile restrictions
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Cited in
(51)- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Quantile regression based on counting process approach under semi-competing risks data
- Testing for discrete choice models
- Goodness-of-fit tests for quantile regression with missing responses
- Adaptive testing using data-driven method selecting smoothing parameters
- Nonparametric inference for quantile cointegrations with stationary covariates
- Checking the adequacy of functional linear quantile regression model
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
- Tests of additional conditional moment restrictions
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Specification analysis of linear quantile models
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- A nonparametric test of fit of a parametric model
- Quasi-maximum likelihood estimation for conditional quantiles
- Comparing time varying regression quantiles under shift invariance
- A consistent test of conditional parametric distributions
- Conditional empirical likelihood estimation and inference for quantile regression models
- Powerful nonparametric checks for quantile regression
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Joint tests for zero restrictions on nonnegative regression coefficients
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- Specification testing in nonparametric instrumental quantile regression
- Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
- Nonparametric testing of an exclusion restriction in quantile regression
- A nonparametric specification test for the volatility functions of diffusion processes
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- A specification test for dynamic conditional distribution models with function-valued parameters
- Testing for Granger-causality in quantiles
- Model check by kernel methods under weak moment conditions.
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- A consistent nonparametric test for the structure change in quantile regression
- Testing for linearity in boundary regression models with application to maximal life expectancies
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
- RESET for quantile regression
- Quantile regression analysis of length-biased survival data
- Model checking for parametric single-index quantile models
- Powerful nonparametric checks for parametric single-index quantile models with missing responses
- Kernel-weighted specification testing under general distributions
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- Spatial cluster detection with threshold quantile regression
- Neural Networks for Partially Linear Quantile Regression
- Model checking for parametric single-index quantile regression with randomly right censoring response
- Efficient estimation in dynamic conditional quantile models
- Specification tests of parametric dynamic conditional quantiles
- Testing linearity against threshold effects: uniform inference in quantile regression
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- An encompassing test for non-nested quantile regression models
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