This paper considers parameter instability tests in conditional quantile models. I suggest tests for quantile parameter … quantile models of the U.S. inflation process such as Phillips curve, P-star model, and autoregressive models. The test result … shows an evidence of parameter instability in most quantile levels of all models. The semiparametric test rejects the …

and succession, the OLS (Ordinary Least Squares) and the more robust quantile regression techniques are used to estimate … a strong correlation between coaching ability and team performance. Moreover, the quantile regression approach provided …

Using data from the pre-2004-2005 lockout period, we use quantile regression to estimate the earnings function of …

development of the credit market of the countries which make up Mercosul. Using quantile regression to approach the problem …

recently developed quantile form of the Fokker-Planck equation it is first shown how the members of the Pearson family are …

We introduce a general approach to nonlinear quantile regression modelling based on the copula function that defines … quantiles. Econometrica, 46, no. 1: 33-50.) original statement of the quantile regression problem by determining a distribution … for the dependent variable Y conditional on the regressors X, and hence the specification of the quantile regression …