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...

Most studies in the structural change literature focus solely on the conditional mean, while under various circumstances structural change in the conditional distribution or in conditional quantiles is of key importance. This paper proposes several tests for structural change in regression...

Regional inequality is severe in China since regional development is uneven due to various initial conditions and government policies. We employ unit root tests allowing for structural breaks to alternative inequality measures from 1952 to 2000. Empirical results indicate that (1) the regional...