Keith Knight

University of Toronto - Department of Statistics

100 St. George St.

Toronto, Ontario M5S 3G3

Canada

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Nonstandard Quantile-Regression Inference

Econometric Theory, Vol. 25, No. 5, pp. 1415-1432, 2009
Number of pages: 18 Posted: 21 May 2007 Last Revised: 04 Sep 2009
Chuan Goh and Keith Knight
University of Guelph and University of Toronto - Department of Statistics
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Abstract:

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Quantile regression, hypothesis testing, bandwidth selection