A test for structural break based on quantile regressions (QR) reveals the impact of a break in the tails of the conditional distribution, unveiling an opposite behavior in the tails that balances at the mean and that cannot be found using OLS. By repeatedly computing the QR test it is possible...

The paper compares the existing tests for parameter instability in quantile regression. One is based on the estimated objective function and the other on the gradient. Their definition determines their characteristics and helpfulness. The former allows to check if the impact of a break on the...

Purpose Several approaches have been proposed to evaluate treatment effect, relying on matching methods propensity score, quantile regression, influence function, bootstrap and various combinations of the above. This paper considers two of these approaches to define the quantile double robust...