Threshold quantile autoregressive models
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Cites work
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- A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
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- Inference in TAR Models
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- Quantile Autoregression
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- Sample Splitting and Threshold Estimation
- Testing and Modeling Threshold Autoregressive Processes
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Cited in
(32)- Qualitative threshold ARCH models
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- A residual-based test for autocorrelation in quantile regression models
- Threshold negative binomial autoregressive model
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- Single-index Thresholding in Quantile Regression
- QUANTILE DOUBLE AUTOREGRESSION
- Bayesian inference for quantile autoregressive model with explanatory variables
- Quantile regression on quantile ranges -- a threshold approach
- A break test for the tail-event correlation matrix based on the self-normalization method
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity
- Modeling population dynamics: a quantile approach
- Testing Quantile Forecast Optimality
- Testing for a unit root in a nonlinear quantile autoregression framework
- Averaged Autoregression Quantiles in Autoregressive Model
- Quantile self-exciting threshold autoregressive time series models
- Spatial cluster detection with threshold quantile regression
- Markov-switching quantile autoregression: a Gibbs sampling approach
- Threshold effect test in censored quantile regression
- Reduced form vector directional quantiles
- Estimation and test for quantile nonlinear cointegrating regression
- Time series quantile regression kink with an unknown threshold
- Threshold heteroskedastic models
- Linear-quadratic quantile regression model with a change point due to a threshold covariate
- Dealing with Markov-switching parameters in quantile regression models
- Quantile Autoregression
- Discriminant analysis by quantile regression with application on the climate change problem
- Conditional quantile estimation for hysteretic autoregressive models
- Common threshold in quantile regressions with an application to pricing for reputation
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- Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles
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