Which quantile is the most informative? Markov switching quantile model with unknown quantile level
© Published under licence by IOP Publishing Ltd. In this study, we propose a Markov regime-switching quantile regression model, which considers the quantile as an unknown parameter and estimate it jointly with other regression coefficients. The parameters are estimated by the maximum likelihood esti...
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| Main Authors: | , , |
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| Format: | Conference Proceeding |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051367520&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59125 |
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| Institution: | Chiang Mai University |