Man pages for QR.break
Structural Breaks in Quantile Regression
| brdate | Estimating Break Dates in a Quantile Regression |
| ci.date.m | Confidence Intervals for Break Dates |
| dq | Sequential Determination of the Number of Breaks Using the DQ... |
| dq.test.0vs1 | Test for the Presence of a Break within a Range of Quantiles |
| dq.test.lvsl_1 | Sequential Test for Additional Breaks within a Range of... |
| driver | The Dataset for Young Drivers |
| gdp | US Real GDP Growth Data |
| gen.long | Dynamic Programming Algorithm |
| QR.break | Structural Breaks in Quantile Regression |
| res.surface | Compute Critical Values for the DQ test using a Response... |
| rq.break | Testing for Breaks and Estimating Break Dates and Sizes with... |
| rq.est.full | Estimating Break Sizes and Confidence Intervals Given Break... |
| rq.est.regime | Regime-Specific Coefficients and Confidence Intervals Given... |
| sq | Determine the Number of Breaks Using the SQ(l|l+1) Test |
| sq.test.0vs1 | Test for a Structural Break in a Conditional Quantile |
| sq.test.lvsl_1 | Sequential Test for an Additional Break in a Conditional... |
