Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Valentina Corradi, Jack Fosten, Daniel Gutknecht
| Year of publication: |
2023
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|---|---|
| Authors: | Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 236.2023, 2, p. 1-26
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| Subject: | Interval prediction | Quantile regression | Multiple hypothesis testing | Weak moment inequalities | Wild bootstrap | Growth-at-Risk | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105490 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014365517