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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2087372100> ?p ?o ?g. }

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• W2087372100 startingPage "257" @default.
• W2087372100 abstract "We propose an encompassing test for non-nested linear quantile regression models and show that it has an asymptotic χ2 distribution. It is also shown that the proposed test is a regression rank score test in a comprehensive model under conditional homogeneity. Our simulation results indicate that the proposed test performs very well in finite samples." @default.
• W2087372100 created "2016-06-24" @default.
• W2087372100 creator A5026272279 @default.
• W2087372100 creator A5089855352 @default.
• W2087372100 date "2010-05-01" @default.
• W2087372100 modified "2023-09-23" @default.
• W2087372100 title "An encompassing test for non-nested quantile regression models" @default.
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• W2087372100 doi "https://doi.org/10.1016/j.econlet.2010.01.040" @default.
• W2087372100 hasPublicationYear "2010" @default.
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