Parameter instability in quantile regression (Q4970897)
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scientific article; zbMATH DE number 7257688
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| default for all languages | No label defined |
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| English | Parameter instability in quantile regression |
scientific article; zbMATH DE number 7257688 |
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Parameter instability in quantile regression (English)
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7 October 2020
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likelihood ratio test
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quantile regression
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robustness
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structural break
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0.8888930678367615
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0.8678666353225708
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0.8529387712478638
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0.8024581670761108
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0.7901142239570618
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