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The Japanese Taylor rule estimated using censored quantile regressions
Chen, Jau-er; Kashiwagi, Masanori - In: Empirical economics : a journal of the Institute for … 52 (2017) 1, pp. 357-371
Persistent link: https://www.econbiz.de/10011632275
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Nonparametric regression with multiple thresholds : estimation and inference
Chiou, Yan-Yu; Chen, Mei-yuan; Chen, Jau-er - In: Journal of econometrics 206 (2018) 2, pp. 472-514
Persistent link: https://www.econbiz.de/10012110406
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Estimating and Testing Quantile Regression with Structural Changes
Chen, Jau-er - 2017
This paper considers the issues related to the asymptotic properties of estimators and test statistics in linear quantile regression with structural changes. We first address the issue of estimating a single structural change and derive the asymptotic properties of the estimated break point. The...
Persistent link: https://www.econbiz.de/10014213281