Estimating structural changes in regression quantiles

Journal of Econometrics

Volumn 162, Issue 2, 2011, Pages 248-267

  Oka, Tatsushi ^a   Qu, Zhongjun ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b Boston University   (United States)

Author keywords

Change point; Conditional distribution; Policy evaluation; Quantile regression; Structural breaks

Indexed keywords

CHANGE-POINTS; CONDITIONAL DISTRIBUTION; POLICY EVALUATION; QUANTILE REGRESSION; STRUCTURAL BREAK;

REGRESSION ANALYSIS; TIME SERIES; TIME SERIES ANALYSIS;

ESTIMATION;

EID: 79955067034     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.01.005     Document Type: Article

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