Tests for structural break in quantile regressions
From MaRDI portal
Publication:1633260
DOI10.1007/s10182-012-0188-3zbMath1443.62095OpenAlexW2039628045MaRDI QIDQ1633260
Publication date: 19 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-012-0188-3
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)
Related Items (5)
Estimation in quantile regression models with jump discontinuities ⋮ A consistent nonparametric test for the structure change in quantile regression ⋮ Maximum likelihood estimation for quantile autoregression models with Markovian switching ⋮ Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression ⋮ Sequential change point detection in linear quantile regression models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust GMM tests for structural breaks
- Testing for structural change in regression quantiles
- Estimating structural changes in regression quantiles
- Least absolute error estimation in the presence of serial correlation
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Trimmed Least Squares Estimation in the Linear Model
- Tests of Linear Hypotheses and l"1 Estimation
- Regression Quantiles
- A Lack-of-Fit Test for Quantile Regression
- Goodness of Fit and Related Inference Processes for Quantile Regression
- ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
- Quantile regression analysis of the Italian school system
- Parameter instability in quantile regression
- An invariant sign test for random walks based on recursive median adjustment
This page was built for publication: Tests for structural break in quantile regressions
