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المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة2015-2020s1978
صاحب الطريقةExtension combining Sim & Zhou (2015) QQR framework with Bai-Perron structural break methodologyKoenker & Bassett
النوعNonparametric quantile regression with structural breaksConditional quantile regression
المصدر التأسيسيSim, N., and Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
الأسماء البديلةSB-QQR, structural-break QQ regression, quantile-on-quantile with structural breaks, QQR with regime shiftsconditional quantile regression, regression quantiles, Kantil Regresyon
ذات صلة65
الملخصStructural Break Quantile-on-Quantile Regression (SB-QQR) extends the quantile-on-quantile framework of Sim and Zhou (2015) by allowing regression slopes to differ across regimes separated by structural breaks. It maps how the effect of a predictor's quantile on an outcome's quantile changes not only across the full distributional space but also across distinct historical periods or policy regimes.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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  1. v1
  2. 2 المصادر
  3. PUBLISHED

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ScholarGateقارن الطرق: Structural Break Quantile-on-Quantile Regression · Quantile Regression. استُرجع بتاريخ 2026-06-17 من https://scholargate.app/ar/compare