Kuan, Chung-Ming; Michalopoulos, Christos; Xiao, Zhijie - 2014
Motivated by the fact that a linear speci fication in a quantile regression setting is unable to describe the non … analyze a multiple threshold quantile regression model. Generalizing Hansen (2000) framework, we propose an asymptotic … (2006) and Li and Ling (2011) to the quantile regression setting …