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A consistent nonparametric test for the structure change in quantile regression

Authors :
Weiqiang Liu
Source :
Economics Letters. 228:111161
Publication Year :
2023
Publisher :
Elsevier BV, 2023.

Subjects

Subjects :
Economics and Econometrics
Finance

Details

ISSN :
01651765
Volume :
228
Database :
OpenAIRE
Journal :
Economics Letters
Accession number :
edsair.doi...........b5d635ba37e3fb2feed5a2c7991c0be6
Full Text :
https://doi.org/10.1016/j.econlet.2023.111161
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