Pages that link to "Item:Q952875"

The following pages link to Testing for parameter stability in quantile regression models (Q952875):

Displaying 35 items.

• Testing for structural change in regression quantiles (Q295711) (← links)
• Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• Estimating structural changes in regression quantiles (Q737902) (← links)
• Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
• Threshold effect test in censored quantile regression (Q894590) (← links)
• Testing for parameter stability in a regression model with AR(1) errors (Q899728) (← links)
• Tests for structural break in quantile regressions (Q1633260) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Testing for parameter instability in predictive regression models (Q1745619) (← links)
• Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
• Test for conditional quantile change in GARCH models (Q2151594) (← links)
• Sequential change point detection in linear quantile regression models (Q2348323) (← links)
• Assessing model adequacy in possibly misspecified quantile regression (Q2359512) (← links)
• Composite change point estimation for bent line quantile regression (Q2397049) (← links)
• Unit root quantile autoregression testing using covariates (Q2630077) (← links)
• A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
• Real time change-point detection in a nonlinear quantile model (Q2986849) (← links)
• Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle (Q4975574) (← links)
• Threshold quantile autoregressive models (Q4979106) (← links)
• RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
• Estimation in quantile regression models with jump discontinuities (Q5079133) (← links)
• Testing Models With Multiple Equilibria by Quantile Methods (Q5305252) (← links)
• Regime Variance Testing --- a Quantile Approach (Q5359870) (← links)
• Alternative Tests for Parameter Stability (Q5481624) (← links)
• Saddlepoint tests for quantile regression (Q5507359) (← links)
• Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
• Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
• A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
• Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
• Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
• Bent-cable quantile regression model (Q6172141) (← links)
• Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)