Specification Tests of Parametric Dynamic Conditional Quantiles Articles
Overview
published in
- Journal of Econometrics Journal
publication date
- November 2010
start page
- 209
end page
- 221
issue
- 1
volume
- 159
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 0304-4076
Electronic International Standard Serial Number (EISSN)
- 1872-6895
abstract
-
This article proposes omnibus specification tests of parametric dynamic quantile models. In contrast to the existing procedures, we allow for a flexible specification, where a possible continuum of quantiles is
simultaneously specified under fairly weak conditions on the serial
dependence in the underlying data-generating process. Since the null
limit distribution of tests is not pivotal, we propose a subsampling
approximation of the asymptotic critical values. A Monte Carlo study
shows that the asymptotic results provide good approximations for small
sample sizes. Finally, an application suggests that our methodology is a
powerful alternative to standard backtesting procedures in evaluating
market risk.