Specification Tests of Parametric Dynamic Conditional Quantiles

Journal of Econometrics - Netherlands
doi 10.1016/j.jeconom.2010.06.003
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Dynamic Specification Tests for Dynamic Factor Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2019English

Adaptive Kernel Estimation of the Conditional Quantiles

International Journal of Statistics and Probability
2015English

On Estimating Conditional Quantiles and Distribution Functions

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2002English

Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data

SSRN Electronic Journal
2011English

Reducing the Sample Size When Estimating Conditional Quantiles

2016English

Bootstrap Conditional Distribution Tests in the Presence of Dynamic Misspecification

SSRN Electronic Journal
2003English

On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles

Contributions to Statistics
2015English

Non-Parametric Tests

The Southwest Respiratory and Critical Care Chronicles
2014English

Non-Parametric Tests

English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy