Department Ot Economics Working Paper Series Inference on Quantile Regression Process, an Alternative Inference on Quantile Regression Process, an Alternative Inference on Quantile Regression Process, an Alternative

A very simple and practical resampling test is offered as an alternative to inference based on Kmaladzation, as developed in in Koenker and Xiao (2002a). This alternative has competitive or better power, accurate size, and does not require estimation of non-parametric sparsity and score functions. It applies not only to iid but also time series data. Computational experiments and an empirical example that re-examines the effect of re-employment bonus on the unemployment duration support this approach.