Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk
type: Item
instance of: scholarly article
title: Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk
author: Valentina Corradi
author: Jack Fosten
author: Daniel Gutknecht
published in: Journal of Econometrics
publication date: 2025-01-16T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7968516
zbMATH Keywords: interval prediction
zbMATH Keywords: quantile regression
zbMATH Keywords: multiple hypothesis testing
zbMATH Keywords: weak moment inequalities
zbMATH Keywords: wild bootstrap
zbMATH Keywords: growth-at-risk
MaRDI profile type: Publication
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DOI: 10.1016/J.JECONOM.2024.105746
description: scientific article; zbMATH DE number 7968516