Pages that link to "Item:Q295711"
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The following pages link to Testing for structural change in regression quantiles (Q295711):
Displaying 50 items.
- Robust bent line regression (Q514183) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- Threshold effect test in censored quantile regression (Q894590) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
- Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
- Estimating restricted common structural changes for panel data (Q2300531) (← links)
- Quantile-regression-based clustering for panel data (Q2330746) (← links)
- Sequential change point detection in linear quantile regression models (Q2348323) (← links)
- Composite change point estimation for bent line quantile regression (Q2397049) (← links)
- Discriminant analysis by quantile regression with application on the climate change problem (Q2407065) (← links)
- Unit root quantile autoregression testing using covariates (Q2630077) (← links)
- A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
- The changing dynamics of US inflation persistence: a quantile regression approach (Q2687864) (← links)
- Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
- Markov-switching quantile autoregression: a Gibbs sampling approach (Q2691752) (← links)
- Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- Real time change-point detection in a nonlinear quantile model (Q2986849) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle (Q4975574) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
- Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
- Rank-based multiple change-point detection (Q5077431) (← links)
- Estimation in quantile regression models with jump discontinuities (Q5079133) (← links)
- Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
- <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110) (← links)
- A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
- Segmented Correspondence Curve Regression for Quantifying Covariate Effects on the Reproducibility of High-Throughput Experiments (Q6079712) (← links)
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)
