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Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan, (2002)
Misspecification preferred : the sensitivity of inefficiency rankings
Jensen, Uwe, (2002)
Mis-specification in Phillips Curve regressions : quantifying frequency eependence in this relationship while allowing for feedback
Ashley, Richard A., (2006)
VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert, (2015)
VAR for VaR: measuring tail dependence using multivariate regression quantiles