Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk
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Publication:6664648
DOI10.1016/j.jeconom.2024.105746MaRDI QIDQ6664648
Valentina Corradi, Jack Fosten, Daniel Gutknecht
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
quantile regressionmultiple hypothesis testingwild bootstrapinterval predictiongrowth-at-riskweak moment inequalities
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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