Parameter instability in quantile regression

Statistical Modelling

Volumn 7, Issue 4, 2007, Pages 345-362

  Furno, Marilena ^a,b  

^a UNIVERSITY OF CASSINO AND SOUTHERN LAZIO   (Italy)

^b NONE   (Italy)

Author keywords

Likelihood ratio test; Quantile regression; Robustness; Structural break

Indexed keywords

EID: 45249091444     PISSN: 1471082X     EISSN: 14770342     Source Type: Journal    
DOI: 10.1177/1471082X0700700405     Document Type: Conference Paper

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