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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "QR.break" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'QR.break: Structural Breaks in Quantile Regression'
version: 1.0.2
doi: 10.32614/CRAN.package.QR.break
abstract: 'Methods for detecting structural breaks, determining the number of breaks,
  and estimating break locations in linear quantile regression, using one or multiple
  quantiles, based on Qu (2008) and Oka and Qu (2011). Applicable to both time series
  and repeated cross-sectional data. The main function is rq.break(). References for
  detailed theoretical and empirical explanations: (1) Qu, Z. (2008). "Testing for
  Structural Change in Regression Quantiles." Journal of Econometrics, 146(1), 170-184
  <https://doi.org/10.1016/j.jeconom.2008.08.006> (2) Oka, T., and Qu, Z. (2011).
  "Estimating Structural Changes in Regression Quantiles." Journal of Econometrics,
  162(2), 248-267 <https://doi.org/10.1016/j.jeconom.2011.01.005>.'
authors:
- family-names: Qu
  given-names: Zhongjun
  email: qu@bu.edu
- family-names: Oka
  given-names: Tatsushi
  email: oka.econ@gmail.com
repository: https://zhongjun-qu.r-universe.dev
commit: c01005bb25b240748b1461b7d6c3c34e95f8f798
date-released: '2025-04-23'
contact:
- family-names: Qu
  given-names: Zhongjun
  email: qu@bu.edu