Testing for Structural Change in Regression Quantiles

By Zhongjun Qu. 2008

151 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/805db512f28586522b26c07868f7155a786f609e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Tatsushi Oka
2. Jelena Bradic
3. Mladen Kolar
4. Zhongjun Qu
5. Lajos Horv'ath
6. Alexander Aue
7. Pierre Perron
8. Xiaofeng Shao

In Statistics and Probability

1. Tatsushi Oka
2. Jelena Bradic
3. Mladen Kolar
4. Zhongjun Qu
5. Victor Chernozhukov
6. Whitney K. Newey

Citations in the corpus

• Estimating Structural Changes in Regression Quantiles (2011, methodology): “It is built upon two test statistics, SQ and DQ, proposed in Qu (2008).”
• Uniform Inference for High-dimensional Quantile Regression: Linear Functionals and Regression Rank Scores (2017, background): “An example, with a particular choice of M and r, leads to a test for structural changes (Qu, 2008) in the quantile process H0 : βk(τ) = βj(τ), k 6= j for a fixed value of τ ∈ (0, 1).”