Testing for structural change in regression quantiles

DOI10.1016/j.jeconom.2008.08.006zbMath1418.62274MaRDI QIDQ295711

Zhongjun Qu

Publication date: 13 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.006

zbMATH Keywords

hypothesis testing; quantile regression; conditional distribution; change-point; multiple structural change

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

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