Implemented methods for structural break detection in linear quantile regression based on:
- Qu, Z. (2008). Testing for structural Change in Regression Quantiles. Journal of Econometrics, 146(1), 170-184.
- Oka, T., & Qu, Z. (2011). Estimating Structural Changes in Regression Quantiles. Journal of Econometrics, 162(2), 248-267.