Pages that link to "Item:Q737902"

The following pages link to Estimating structural changes in regression quantiles (Q737902):

Displaying 29 items.

• Testing for change points in partially linear models (Q277056) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Threshold effect test in censored quantile regression (Q894590) (← links)
• A change-point problem in relative error-based regression (Q905109) (← links)
• Tests for structural break in quantile regressions (Q1633260) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
• Causal inference by quantile regression kink designs (Q2000835) (← links)
• Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
• Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
• Test for conditional quantile change in GARCH models (Q2151594) (← links)
• Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function (Q2156002) (← links)
• Estimating restricted common structural changes for panel data (Q2300531) (← links)
• Quantile-regression-based clustering for panel data (Q2330746) (← links)
• Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← 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)
• 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)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
• Real time change-point detection in a nonlinear quantile model (Q2986849) (← 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)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
• Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis (Q6079761) (← links)
• Equivariant variance estimation for multiple change-point model (Q6184930) (← links)
• Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)