Specification analysis of linear quantile models
Year of publication: |
2014
|
---|---|
Authors: | Escanciano, J. C. ; Goh, Chuan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 495-507
|
Subject: | Quantile regression | Specification tests | Empirical processes | Wild bootstrap | Regressionsanalyse | Regression analysis | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
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