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Specification tests of parametric dynamic conditional quantiles. (2010). Escanciano, Carlos J. ; Velasco, Carlos.
In: Post-Print.
RePEc:hal:journl:peer-00732534.

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  10. Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla.
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  11. Specification Testing in Nonparametric Instrumental Quantile Regression. (2019). Breunig, Christoph.
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  12. Backtesting Expected Shortfall: Accounting for Tail Risk. (2017). Escanciano, Juan Carlos ; Du, Zaichao.
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  13. Specification Testing in Nonparametric Instrumental Quantile Regression. (2016). Breunig, Christoph.
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  15. Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness. (2016). hoderlein, stefan ; Neumeyer, Natalie ; Dette, Holger.
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  16. Statistical inference for conditional quantiles in nonlinear time series models. (2015). , Mike.
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  17. Nonparametric estimation and inference on conditional quantile processes. (2015). Qu, Zhongjun ; Jung Mo Yoon, .
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  19. Testing linearity against threshold effects: uniform inference in quantile regression. (2014). Olmo, Jose ; Montes-Rojas, Gabriel ; Kato, Kengo ; Galvao, Antonio.
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  20. Specification analysis of linear quantile models. (2014). Goh, Chuan ; Escanciano, Juan Carlos.
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  21. An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa .
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  23. Quantile Prediction. (2013). Komunjer, Ivana .
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  49. Robust Nonstationary Regression. (1993). Phillips, Peter.
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  50. Quantile Regression Model with Unknown Censoring. (). Hahn, Jinyong ; Buchinsky, Moshe.
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