Similar Search Results

A consistent nonparametric test for the structure change in quantile regression

Liu, Weiqiang - In: Economics letters 228 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014451308

Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form

Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49

Persistent link: https://www.econbiz.de/10003876273

Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form

Coudin, Elise; Dufour, Jean-Marie - 2007

Persistent link: https://www.econbiz.de/10003656187

Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form

Coudin, Elise; Dufour, Jean-Marie - 2008

Persistent link: https://www.econbiz.de/10003871341

A simple parametric model selection test

Schennach, Susanne M.; Wilhelm, Daniel - 2016

We propose a simple model selection test for choosing among two parametric likelihoods which can be applied in the most general setting without any assumptions on the relation between the candidate models and the true distribution. That is, both, one or neither is allowed to be correctly...

Persistent link: https://www.econbiz.de/10011517190