An encompassing test for non-nested quantile regression models
type: Item
instance of: scholarly article
title: An encompassing test for non-nested quantile regression models
zbMATH Open document ID: 1188.62155
author: Chung-Ming Kuan
author: Hsin-Yi Lin
published in: Economics Letters
publication date: 2010-05-27T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 5712906
zbMATH Keywords: encompassing test
zbMATH Keywords: non-nested model
zbMATH Keywords: quantile regression
zbMATH Keywords: rank score test
MaRDI profile type: Publication
full work available at URL: j.econlet.2010.01.040
OpenAlex ID: W2087372100
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DOI: 10.1016/J.ECONLET.2010.01.040
description: scientific article; zbMATH DE number 5712906