Results 71 to 80 of about 3,072 (181)
Journal of Economic Surveys, Volume 40, Issue 3, Page 1637-1652, July 2026.ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source
Global Bahadur representation for nonparametric censored regression quantiles and its applications [PDF]
This paper is concerned with the nonparametric estimation of regression quantiles where the response variable is randomly censored. Using results on the strong uniform convergence of U-processes, we derive a global Bahadur representation for the weighted
Yingcun Xia, Oliver Linton, Efang Kong
core
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, Volume 40, Issue 3, Page 1672-1686, July 2026.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Inference for high-dimensional sparse econometric models [PDF]
This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the regression ...
Christian Hansen +2 more
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Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, Volume 47, Issue 4, Page 854-875, July 2026.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors [PDF]
Nonlinear time series models, especially those with regime-switching and conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature.
Michael McAleer +2 more
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Marine Mammal Science, Volume 42, Issue 3, July 2026.ABSTRACT The common bottlenose dolphin (Tursiops truncatus) is a resident species along the Portuguese mainland coast, yet knowledge of its stranding patterns and feeding ecology is scarce. This study presents a comprehensive assessment of strandings (n = 264, from 1980 to 2019) and feeding ecology based on stomach content analysis (n = 43 from 1997 to
Ana Marçalo +13 more
wiley +1 more source
Causal Effect Estimation With TMLE: Handling Missing Data and Near Violations of Positivity
Biometrical Journal, Volume 68, Issue 3, June 2026.ABSTRACT We evaluate the performance of targeted maximum likelihood estimation (TMLE) for estimating the average treatment effect in missing data scenarios under varying levels of positivity violations. We employ model‐ and design‐based simulations, with the latter using undersmoothed highly adaptive lasso on the “WASH Benefits Bangladesh” data set to ...
Christoph Wiederkehr +2 more
wiley +1 more source
HPV‐Adjusted Feature Screening With FDR Control in Head and Neck Cancer
Biometrical Journal, Volume 68, Issue 3, June 2026.ABSTRACT Human papillomavirus (HPV) is a well‐established prognostic factor in head and neck (HN) cancer, with HPV‐positive patients exhibiting markedly better survival outcomes compared to their HPV‐negative counterparts. While advances in (cancer) genomics have been pivotal to precision medicine, existing gene screening methods for identifying ...
Atika Farzana Urmi +2 more
wiley +1 more source
Nonparametric Estimation of the Patient‐Weighted While‐Alive Estimand
Biometrical Journal, Volume 68, Issue 3, June 2026.ABSTRACT In clinical trials with recurrent events, such as repeated hospitalizations terminating with death, it is important to consider the patient events overall history for a thorough assessment of treatment effects. The occurrence of fewer events due to early deaths can lead to misinterpretation, emphasizing the importance of a while‐alive strategy
Alessandra Ragni +2 more
wiley +1 more source