{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,4]],"date-time":"2026-10-04T04:08:09Z","timestamp":1791086889394,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[1998,2,1]],"date-time":"1998-02-01T00:00:00Z","timestamp":886291200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,2]]},"abstract":"<jats:p>This paper proposes a nonparametric, kernel-based \ntest of parametric quantile regression models. The test \nstatistic has a limiting standard normal distribution if \nthe parametric quantile model is correctly specified and \ndiverges to infinity for any misspecification of the parametric \nmodel. Thus the test is consistent against any fixed alternative. \nThe test also has asymptotic power 1 against local alternatives \nconverging to the null at proper rates. A simulation study \nis provided to evaluate the finite-sample performance of \nthe test.<\/jats:p>","DOI":"10.1017\/s0266466698141051","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"123-138","source":"Crossref","is-referenced-by-count":87,"title":["A CONSISTENT NONPARAMETRIC TEST OF PARAMETRIC REGRESSION \nMODELS UNDER CONDITIONAL QUANTILE RESTRICTIONS"],"prefix":"10.1017","volume":"14","author":[{"given":"John Xu","family":"Zheng","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,2,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698141051","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,3,31]],"date-time":"2019-03-31T15:04:01Z","timestamp":1554044641000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698141051\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,2]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1998,2]]}},"alternative-id":["S0266466698141051"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698141051","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,2]]}}}