Dealing with Markov-switching parameters in quantile regression models

Yunmi Kim, Lijuan Huo, Tae-Hwan Kim. Dealing with Markov-switching parameters in quantile regression models. Communications in Statistics - Simulation and Computation, 51(11):6773-6791, 2022. [doi]

Authors

Yunmi Kim

This author has not been identified. Look up 'Yunmi Kim' in Google

Lijuan Huo

This author has not been identified. Look up 'Lijuan Huo' in Google

Tae-Hwan Kim

This author has not been identified. Look up 'Tae-Hwan Kim' in Google