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Testing parameter stability in quantile models : an application to the US inflation process
Lee, Dong Jin - 2009
Persistent link: https://www.econbiz.de/10003949730
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Bootstrap tests for structural breaks when the regressors and error term are nonstationary
Lee, Dong Jin - 2011
Persistent link: https://www.econbiz.de/10009380592
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Optimal tests for parameter breaking process in conditional quantile models
Lee, Dong Jin - In: The Japanese economic review : the journal of the … 71 (2020) 3, pp. 479-510
Persistent link: https://www.econbiz.de/10012304908
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Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin; Kim, Tae-hwan; Mizen, Paul - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012668504