Matches in SemOpenAlex for { <https://semopenalex.org/work/W2031207657> ?p ?o ?g. }
Showing items 1 to 99 of
99
with 100 items per page.
- W2031207657 abstract "This paper considers the estimation of multiple structural changes occurring at unknown dates in one or multiple conditional quantile functions. The analysis covers time series models as well as models with repeated cross sections. We estimate the break dates and other parameters jointly by minimizing the check function over all permissible break dates. The limiting distribution of the estimator is derived and the coverage property of the resulting confidence interval is assessed via simulations. A procedure to determine the number of breaks is also discussed. Empirical applications to the quarterly US real GDP growth rate and the under-age drunk driving data suggest that the method can deliver more informative results than the analysis of the conditional mean function alone." @default.
- W2031207657 created "2016-06-24" @default.
- W2031207657 creator A5074699196 @default.
- W2031207657 creator A5091537526 @default.
- W2031207657 date "2010-01-01" @default.
- W2031207657 modified "2023-09-25" @default.
- W2031207657 title "Estimating Structural Changes in Regression Quantiles" @default.
- W2031207657 cites W1491711721 @default.
- W2031207657 cites W1577286032 @default.
- W2031207657 cites W1970909640 @default.
- W2031207657 cites W1973676482 @default.
- W2031207657 cites W1974977139 @default.
- W2031207657 cites W1976599768 @default.
- W2031207657 cites W1981121741 @default.
- W2031207657 cites W2001992115 @default.
- W2031207657 cites W2015742608 @default.
- W2031207657 cites W2016592349 @default.
- W2031207657 cites W2016691324 @default.
- W2031207657 cites W2020023242 @default.
- W2031207657 cites W2030339186 @default.
- W2031207657 cites W2034884158 @default.
- W2031207657 cites W2042759954 @default.
- W2031207657 cites W2054914474 @default.
- W2031207657 cites W2059053591 @default.
- W2031207657 cites W2073361802 @default.
- W2031207657 cites W2082710679 @default.
- W2031207657 cites W2083536888 @default.
- W2031207657 cites W2086073836 @default.
- W2031207657 cites W2088704603 @default.
- W2031207657 cites W2094333215 @default.
- W2031207657 cites W2105284151 @default.
- W2031207657 cites W2105675672 @default.
- W2031207657 cites W2106463809 @default.
- W2031207657 cites W2108938609 @default.
- W2031207657 cites W2112895268 @default.
- W2031207657 cites W2114639238 @default.
- W2031207657 cites W2138197227 @default.
- W2031207657 cites W2144452471 @default.
- W2031207657 cites W2150747312 @default.
- W2031207657 cites W2150977708 @default.
- W2031207657 cites W2152663603 @default.
- W2031207657 cites W2323826587 @default.
- W2031207657 cites W2597961518 @default.
- W2031207657 cites W3021444882 @default.
- W2031207657 cites W3104903961 @default.
- W2031207657 cites W3121976202 @default.
- W2031207657 cites W3124235709 @default.
- W2031207657 cites W3124725455 @default.
- W2031207657 cites W3125617313 @default.
- W2031207657 cites W57745400 @default.
- W2031207657 cites W2016314361 @default.
- W2031207657 doi "https://doi.org/10.2139/ssrn.1656453" @default.
- W2031207657 hasPublicationYear "2010" @default.
- W2031207657 type Work @default.
- W2031207657 sameAs 2031207657 @default.
- W2031207657 citedByCount "3" @default.
- W2031207657 countsByYear W20312076572012 @default.
- W2031207657 crossrefType "journal-article" @default.
- W2031207657 hasAuthorship W2031207657A5074699196 @default.
- W2031207657 hasAuthorship W2031207657A5091537526 @default.
- W2031207657 hasBestOaLocation W20312076572 @default.
- W2031207657 hasConcept C105795698 @default.
- W2031207657 hasConcept C118671147 @default.
- W2031207657 hasConcept C120068334 @default.
- W2031207657 hasConcept C149782125 @default.
- W2031207657 hasConcept C152877465 @default.
- W2031207657 hasConcept C185265303 @default.
- W2031207657 hasConcept C33923547 @default.
- W2031207657 hasConcept C63817138 @default.
- W2031207657 hasConcept C83546350 @default.
- W2031207657 hasConcept C90157343 @default.
- W2031207657 hasConceptScore W2031207657C105795698 @default.
- W2031207657 hasConceptScore W2031207657C118671147 @default.
- W2031207657 hasConceptScore W2031207657C120068334 @default.
- W2031207657 hasConceptScore W2031207657C149782125 @default.
- W2031207657 hasConceptScore W2031207657C152877465 @default.
- W2031207657 hasConceptScore W2031207657C185265303 @default.
- W2031207657 hasConceptScore W2031207657C33923547 @default.
- W2031207657 hasConceptScore W2031207657C63817138 @default.
- W2031207657 hasConceptScore W2031207657C83546350 @default.
- W2031207657 hasConceptScore W2031207657C90157343 @default.
- W2031207657 hasLocation W20312076571 @default.
- W2031207657 hasLocation W20312076572 @default.
- W2031207657 hasOpenAccess W2031207657 @default.
- W2031207657 hasPrimaryLocation W20312076571 @default.
- W2031207657 hasRelatedWork W1532033626 @default.
- W2031207657 hasRelatedWork W1801096986 @default.
- W2031207657 hasRelatedWork W2195700462 @default.
- W2031207657 hasRelatedWork W2240615680 @default.
- W2031207657 hasRelatedWork W2387944222 @default.
- W2031207657 hasRelatedWork W2406249612 @default.
- W2031207657 hasRelatedWork W2468831641 @default.
- W2031207657 hasRelatedWork W2479179398 @default.
- W2031207657 hasRelatedWork W2804154962 @default.
- W2031207657 hasRelatedWork W3004152028 @default.
- W2031207657 isParatext "false" @default.
- W2031207657 isRetracted "false" @default.
- W2031207657 magId "2031207657" @default.
- W2031207657 workType "article" @default.