An encompassing test for non-nested quantile regression models

DOI10.1016/J.ECONLET.2010.01.040MaRDI QIDQ974219zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 88840 (Why is no real title available?)
• scientific article; zbMATH DE number 3357756 (Why is no real title available?)
• Alternative procedures and associated tests of significance for non- nested hypotheses
• An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
• Conditional empirical likelihood estimation and inference for quantile regression models
• Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses
• Generalized empirical likelihood non-nested tests
• Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
• Quantile regression.
• Regression Quantiles
• Regression rank scores and regression quantiles
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Testing nested or non-nested hypotheses
• Tests for model specification in the presence of alternative hypotheses
• Tests of linear hypotheses based on regression rank scores
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• The pseudo-true score encompassing test for non-nested 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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