Misspecification Testing in a Class of Conditional Distributional Models
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Cites work
- A Conditional Kolmogorov Test
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Cited in
(29)- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution
- Expansion for moments of regression quantiles with applications to nonparametric testing
- A closed-form estimator for quantile treatment effects with endogeneity
- Quantile regression methods for first-price auctions
- Nonparametric inference for quantile cointegrations with stationary covariates
- Estimating derivatives of function-valued parameters in a class of moment condition models
- Transformation boosting machines
- Test for model selection using Cramér-von Mises distance in a fixed design regression setting
- A simple and effective misspecification test for the double-hurdle model
- Specification analysis of linear quantile models
- Accurately sized test statistics with misspecified conditional homoskedasticity
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes
- Testing conditional independence via integrating-up transform
- Most likely transformations
- Tests for time series of counts based on the probability-generating function
- A specification test for dynamic conditional distribution models with function-valued parameters
- Reprint: Hypothesis testing on high dimensional quantile regression
- Hypothesis testing on high dimensional quantile regression
- Bivariate distribution regression with application to insurance data
- Extremal Dependence-Based Specification Testing of Time Series
- Flexible specification testing in quantile regression models
- Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders
- Doubly robust estimation for quantile treatment effect
- Specification tests for generalised propensity scores using double projections
- Asymptotic properties of endogeneity corrections using nonlinear transformations
- Quantile Granger causality in the presence of instability
- Bootstrap-based goodness-of-fit test for parametric families of conditional distributions
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