A consistent specification test for dynamic quantile models
Year of publication: |
2022
|
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Authors: | Horvath, Peter ; Li, Jia ; Liao, Zhipeng ; Patton, Andrew J. |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 13.2022, 1, p. 125-151
|
Subject: | Bootstrap | series regression | strong approximation | VaR | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE1727 [DOI] hdl:10419/296271 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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