On the predictive risk in misspecified quantile regression
Alexander Giessing, Xuming He
| Year of publication: |
2019
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|---|---|
| Authors: | Giessing, Alexander ; He, Xuming |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 213.2019, 1, p. 235-260
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| Subject: | Expected optimism | Misspecification | Predictive risk | Quantile regression | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Risiko | Risk | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Modellierung | Scientific modelling | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304550