Testing for parameter stability in quantile regression models

DOI10.1016/j.spl.2008.03.018zbMath1154.62370OpenAlexW2150977708MaRDI QIDQ952875

Zhijie Xiao, Liangjun Su

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/195

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)

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