Testing for parameter stability in quantile regression models
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Cites work
- scientific article; zbMATH DE number 3907602 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A nonparametric test for the change of the density function in strong mixing processes.
- Adaptive \(L\)-estimation for linear models
- CONTINUOUS INSPECTION SCHEMES
- Quantile Autoregression
- Quantile regression.
- Regression Quantiles
- Testing and estimating change-points in time series
- Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
- Testing for distributional change in time series
- Trimmed Least Squares Estimation in the Linear Model
- Weak convergence of the sequential empirical processes of residuals in ARMA models
Cited in
(39)- Tests for structural break in quantile regressions
- Testing for change points in censored quantile regression models
- Right-tail information in financial markets
- Specification tests of parametric dynamic conditional quantiles
- Bent-cable quantile regression model
- Segmented model selection in quantile regression using the minimum description length principle
- Parameter instability in quantile regression
- Quantile regression on quantile ranges -- a threshold approach
- Markov switching quantile regression models with time-varying transition probabilities
- Testing for parameter stability in a regression model with AR(1) errors
- Threshold quantile autoregressive models
- Detection and estimation of structural change in heavy-tailed sequence
- Conditional quantile change test for time series based on support vector regression
- Quantile regression estimates and the analysis of structural breaks
- Test for conditional quantile change in GARCH models
- Sequential change point detection in linear quantile regression models
- Regime Variance Testing --- a Quantile Approach
- Unit root quantile autoregression testing using covariates
- Testing for common breaks in a multiple equations system
- Bootstrap tests for structural change with infinite variance observations
- A note on testing for switching regressions
- Estimation in quantile regression models with jump discontinuities
- Maximum likelihood estimation for quantile autoregression models with Markovian switching
- Estimating structural changes in regression quantiles
- Common threshold in quantile regressions with an application to pricing for reputation
- Threshold effect test in censored quantile regression
- Testing for parameter instability in predictive regression models
- Test for conditional quantile change in general conditional heteroscedastic time series models
- Testing linearity against threshold effects: uniform inference in quantile regression
- Composite change point estimation for bent line quantile regression
- Alternative Tests for Parameter Stability
- Real time change-point detection in a nonlinear quantile model
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
- Saddlepoint tests for quantile regression
- Assessing model adequacy in possibly misspecified quantile regression
- A quasi-Bayesian change point detection with exchangeable weights
- Testing for structural change in regression quantiles
- Testing Models With Multiple Equilibria by Quantile Methods
- A consistent nonparametric test for the structure change in quantile regression
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