| dc.contributor | 政大經濟系 | en_US |
| dc.creator (作者) | Lin,Hsin-yi; Kuan,Chung-Ming | en_US |
| dc.date (日期) | 2010-05 | en_US |
| dc.date.accessioned | 16-Sep-2013 17:30:52 (UTC+8) | - |
| dc.date.available | 16-Sep-2013 17:30:52 (UTC+8) | - |
| dc.date.issued (上傳時間) | 16-Sep-2013 17:30:52 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/60956 | - |
| dc.description.abstract (摘要) | We propose an encompassing test for non-nested linear quantile regression models and show that it has an asymptotic χ2 distribution. It is also shown that the proposed test is a regression rank score test in a comprehensive model under conditional homogeneity. Our simulation results indicate that the proposed test performs very well in finite samples. | en_US |
| dc.format.extent | 202651 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Economics Letters, 107(2), 257-260 | en_US |
| dc.subject (關鍵詞) | Encompassing test;Non-nested model;Quantile regression;Rank score test | en_US |
| dc.title (題名) | An Encompassing Test for Non-Nested Quantile Regression Models | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.econlet.2010.01.040 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.econlet.2010.01.040 | en_US |
