An encompassing test for non-nested quantile regression models

DOI10.1016/J.ECONLET.2010.01.040zbMATH Open1188.62155OpenAlexW2087372100MaRDI QIDQ974219FDOQ974219

Authors: Chung-Ming Kuan, Hsin-Yi Lin 

Publication date: 27 May 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.01.040

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zbMATH Keywords

quantile regressionencompassing testnon-nested modelrank score test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cites Work

• Regression rank scores and regression quantiles
• Regression Quantiles
• Quantile regression.
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Title not available (Why is that?)
• Conditional empirical likelihood estimation and inference for quantile regression models
• Alternative procedures and associated tests of significance for non- nested hypotheses
• The pseudo-true score encompassing test for non-nested hypotheses.
• Generalized empirical likelihood non-nested tests
• Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses
• Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
• Title not available (Why is that?)
• Testing nested or non-nested hypotheses
• An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• Tests of linear hypotheses based on regression rank scores
• Tests for model specification in the presence of alternative hypotheses

Cited In (2)

• A robust test for non-nested hypotheses
• Asymptotic behavior of encompassing test for independent processes: case of linear and nearest neighbor regressions

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