A consistent nonparametric test for the structure change in quantile regression
Weiqiang Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Liu, Weiqiang |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 228.2023, p. 1-6
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| Subject: | Bootstrap | Monte Carlo simulations | Nonparametric test | Quantile regression | Structural change | Theorie | Theory | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Strukturwandel | Statistischer Test | Statistical test |