Specification analysis of linear quantile models
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Publication:2512617
DOI10.1016/j.jeconom.2013.07.006zbMath1293.62097OpenAlexW2047544035MaRDI QIDQ2512617
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.07.006
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Statistical methods; economic indices and measures (91B82)
Related Items (13)
Powerful nonparametric checks for quantile regression ⋮ A lack-of-fit test for quantile regression models with high-dimensional covariates ⋮ Nonparametric inference for quantile cointegrations with stationary covariates ⋮ Flexible specification testing in quantile regression models ⋮ SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION ⋮ Omnibus test for covariate effects in conditional copula models ⋮ Specification tests for the propensity score ⋮ Martingale-difference-divergence-based tests for goodness-of-fit in quantile models ⋮ Goodness-of-fit tests for quantile regression with missing responses ⋮ Quantile regression methods for first-price auctions ⋮ Quantile-Regression Inference With Adaptive Control of Size ⋮ A specification test for dynamic conditional distribution models with function-valued parameters ⋮ A lack-of-fit test for quantile regression process models
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