Publication: Specification analysis of linear quantile models
dc.affiliation.dpto | UC3M. Departamento de EconomÃa | es |
dc.contributor.author | Escanciano, Juan Carlos | |
dc.contributor.author | Goh, Sze Chuan | |
dc.contributor.funder | Ministerio de Educación y Ciencia (España) | es |
dc.date.accessioned | 2022-06-13T18:31:16Z | |
dc.date.available | 2022-06-13T18:31:16Z | |
dc.date.issued | 2014-01-01 | |
dc.description.abstract | This paper introduces a nonparametric test for the correct specification of a linear conditional quantile function over a continuum of quantile levels. These tests may be applied to assess the validity of post-estimation inferences regarding the effect of conditioning variables on the distribution of outcomes. We show that the use of an orthogonal projection on the tangent space of nuisance parameters at each quantile index both improves power and facilitates the simulation of critical values via the application of a simple multiplier bootstrap procedure. Monte Carlo evidence and an application to the empirical analysis of age-earnings curves are included. | en |
dc.description.sponsorship | Escanciano acknowledges the support of the Spanish Plan Nacional de I+D+I, reference number SEJ2007-62908. | en |
dc.identifier.bibliographicCitation | Escanciano, J. C., & Goh, S. C. (2014). Specification analysis of linear quantile models. Journal of Econometrics, 178, pp. 495-507. | en |
dc.identifier.doi | https://doi.org/10.1016/j.jeconom.2013.07.006 | |
dc.identifier.issn | 0304-4076 | |
dc.identifier.publicationfirstpage | 495 | es |
dc.identifier.publicationissue | 3 | es |
dc.identifier.publicationlastpage | 507 | es |
dc.identifier.publicationtitle | JOURNAL OF ECONOMETRICS | en |
dc.identifier.publicationvolume | 178 | es |
dc.identifier.uri | https://hdl.handle.net/10016/35103 | |
dc.identifier.uxxi | AR/0000029589 | |
dc.language.iso | eng | es |
dc.publisher | Elsevier | es |
dc.relation.projectID | Gobierno de España. SEJ2007-62908 | es |
dc.rights | © Elsevier, 2013 | es |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | * |
dc.rights.accessRights | open access | en |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.subject.eciencia | EconomÃa | es |
dc.subject.jel | C12 | |
dc.subject.jel | C31 | |
dc.subject.jel | C52 | |
dc.subject.other | Quantile regression | en |
dc.subject.other | Specification tests | en |
dc.subject.other | Empirical processes | en |
dc.subject.other | Wild bootstrap | en |
dc.title | Specification analysis of linear quantile models | en |
dc.type | research article | * |
dc.type.hasVersion | AM | * |
dspace.entity.type | Publication |
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