Testing linearity against threshold effects: uniform inference in quantile regression
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Cites work
- scientific article; zbMATH DE number 5769855 (Why is no real title available?)
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- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
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- scientific article; zbMATH DE number 1131457 (Why is no real title available?)
- A Lack-of-Fit Test for Quantile Regression
- A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
- A consistent nonparametric test of parametric regression models under conditional quantile restrictions
- A note on uniform laws of averages for dependent processes
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- Asymptotics for argmin processes: convexity arguments
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
- Conditional empirical likelihood estimation and inference for quantile regression models
- Efficient estimation in dynamic conditional quantile models
- Forecasting for quantile self-exciting threshold autoregressive time series models
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Inference in TAR Models
- Inference on the Quantile Regression Process
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Misspecified structural change, threshold, and Markov-switching models.
- Nonlinear time series. Nonparametric and parametric methods
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Quantile regression.
- Quantile self-exciting threshold autoregressive time series models
- Regression Quantiles
- Regression rank scores and regression quantiles
- Sample Splitting and Threshold Estimation
- Semiparametric efficiency bound in time-series models for conditional quantiles
- Specification tests of parametric dynamic conditional quantiles
- Testing for Threshold Effects in Regression Models
- Testing for parameter stability in quantile regression models
- Testing for structural change in regression quantiles
- Testing for threshold autoregression
- Threshold models in non-linear time series analysis
- Weak convergence and empirical processes. With applications to statistics
Cited in
(18)- Jointly testing linearity and nonstationarity within threshold autoregressions
- Composite quantile estimation for kink model with longitudinal data
- Bent-cable quantile regression model
- Quantile regression on quantile ranges -- a threshold approach
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- Spatial cluster detection with threshold quantile regression
- Estimating impulse-response functions for macroeconomic models using directional quantiles
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- Common threshold in quantile regressions with an application to pricing for reputation
- Threshold effect test in censored quantile regression
- Shrinkage quantile regression for panel data with multiple structural breaks
- Single-index Thresholding in Quantile Regression
- Composite change point estimation for bent line quantile regression
- A note on regression kink model
- Testing for Threshold Effects in Regression Models
- HAC Covariance Matrix Estimation in Quantile Regression
- Discriminant analysis by quantile regression with application on the climate change problem
- Testing for a unit root in a nonlinear quantile autoregression framework
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