Qu Test for Structural Breaks in Quantile Regressions
نویسندگان
چکیده
منابع مشابه
Testing Structural Change in Conditional Distributions via Quantile Regressions
We propose tests for structural change in conditional distributions via quantile regressions. To avoid misspecification on the conditioning relationship, we construct the tests based on the residuals from local polynomial quantile regressions. In particular, the tests are based upon the cumulative sums of generalized residuals from quantile regressions and have power against local alternatives ...
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ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2013
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v2n4p42