Testing for structural change in regression quantiles

DOI10.1016/j.jeconom.2008.08.006zbMath1418.62274OpenAlexW3124725455MaRDI 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 testingquantile regressionconditional distributionchange-pointmultiple structural change

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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