Testing for structural change in regression quantiles

Journal of Econometrics

Volumn 146, Issue 1, 2008, Pages 170-184

  Qu, Zhongjun ^a  

^a USA   (United States)

Author keywords

Change point; Conditional distribution; Hypothesis testing; Multiple structural change; Quantile regression

Indexed keywords

ESTIMATION; FOOD PROCESSING; STATISTICAL METHODS; TESTING;

ALTERNATIVE HYPOTHESIS; CHANGE-POINT; CONDITIONAL DISTRIBUTION; CONDITIONAL DISTRIBUTIONS; CONDITIONAL QUANTILES; FINITE SAMPLES; HYPOTHESIS TESTING; LIMITING DISTRIBUTIONS; MULTIPLE STRUCTURAL CHANGE; NUISANCE PARAMETERS; NULL HYPOTHESIS; QUANTILE FUNCTIONS; QUANTILE REGRESSION; SIMULATION STUDIES; STRUCTURAL CHANGES; SUBGRADIENT; TWO TYPES;

SULFIDE MINERALS;

EID: 52149118672     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.08.006     Document Type: Article

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