Misspecification tests based on quantile residuals
نویسندگان
چکیده
منابع مشابه
On studentized residuals in the quantile regression framework
Although regression quantiles (RQs) are increasingly becoming popular, they are still playing a second fiddle role to the ordinary least squares estimator like their robust counterparts due to the perceived complexity of the robust statistical methodology. In order to make them attractive to statistical practitioners, an endeavor to studentize robust estimators has been undertaken by some resea...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2012
ISSN: 1368-4221,1368-423X
DOI: 10.1111/j.1368-423x.2011.00364.x