Inference on quantile regression process
an alternative
Our rough guess is there are 3,500 words in this book.
At a pace averaging 250 words per minute, this book will take 0 hours and 14 minutes to read. With a half hour per day, this will take 1 days to read.
How long will it take you?
This book will take an estimated to read at a reading speed averaging words per minute. With 30 minutes per day, this will take to read.
Enter your reading speedYou can take one of our WPM reading speed tests to find your reading speed.
Create a free account to track your reading progress, build your reading list, and set reading goals.
Author
Contributions
- Massachusetts Institute of Technology. Dept. of Economics - Contributor
Publication
2002 - Massachusetts Institute of Technology, Dept. of Economics, Cambridge, MA, Massachusetts
Language
English
Word Count
3,500 words, Guess
Page Count
14 pages
Identifiers
- Internet Archiveinferenceonquant00cher
- OCLC Control Number51765496
- Open LibraryOL24639537M
Description
A wide variety of important distributional hypotheses can be assessed using the empirical quantile regression processes. In this paper, a very simple and practical resampling test is offered as an alternative to inference based on Khmaladzation, as developed in Koenker and Xiao (2002). This alternative has better or competitive power, accurate size, and does not require estimation of non-parametric sparsity and score functions. It applies not only to iid but also time series data. Computational experiments and an empirical example that re-examines the effect of re-employment bonus on the unemployment duration strongly support this approach. Keywords: bootstrap, subsampling, quantile regression, quantile regression process, Kolmogorov-Smirnov test, unemployment duration. JEL Classification: C13, C14, C30, C51, D4, J24, J31.
Subjects
Series Statement
- Working paper series / Massachusetts Institute of Technology, Dept. of Economics -- working paper 02-12
- Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 02-12.
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!