This study considers an estimator for the asymptotic variance-covariance matrix in time-series quantile regression models which is robust to the presence of heteroscedasticity and autocorrelation. Whe
Quantile regression (QR) provides estimates of a range of conditional quantiles. This stands in contrast to traditional regression techniques, which focus on a single conditional mean function. Lee et
This article studies a time series quantile regression kink model with an unknown threshold over certain quantile levels in the distribution. We propose to estimate the threshold parameter and regress
Building on recent measure-transportation-based concepts of multivariate quantiles, we are considering the problem of nonparametric multiple-output quantile regression. Our approach defines nested con
Sustainable agricultural economic development is the core task for achieving the objective of rural revitalization strategy in China, which cannot be separated from the support and guidance of fiscal
