Results 31 to 40 of about 7,158 (259)
General Quantile Time Series Regressions for Applications in Population Demographics
Risks, 2018 The paper addresses three objectives: the first is a presentation and overview of some important developments in quantile times series approaches relevant to demographic applications—secondly, development of a general framework to represent ...
Gareth W. Peters
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Quantile cointegrating regression [PDF]
Journal of Econometrics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Testing the Role of Trade on Carbon Dioxide Emissions in Portugal
Economies, 2021 This article considers the relationship between trade intensity, energy consumption, income per capita, and carbon dioxide emissions from 1970–2016 for the Portuguese economy.
Nuno Carlos Leitão
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The Relationship between Smoking and Household Expenditure: A Quantile Regressions Analysis [PDF]
E-Journal of Humanities, Arts and Social SciencesHousehold Heads who smoke tend to use their income to buy cigarettes instead of needs such as food and education. Using methods of Moments Quantile Regression, this research analysed the impact of smoking on South African households’ education ...
Nomusa Yolanda Nkomo +1 more
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What drives sovereign debt maturity in European countries? [PDF]
Panoeconomicus, 2018 The aim of this paper is to study the determinants of sovereign debt maturity for 23 European countries during the period between 1995 and 2013. For this purpose, we use quantile regressions with robust standard errors clustered by countries to consider ...
González-Fernández Marcos +1 more
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Bitcoin Returns and the Frequency of Daily Abnormal Returns
Ledger, 2021 This paper investigates the relationship between Bitcoin returns and the frequency of daily abnormal returns over the period from June 2013 to February 2020 using a number of regression techniques and model specifications including standard OLS, weighted
Guglielmo Maria Caporale +2 more
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Quantile Uncorrelation and Instrumental Regressions [PDF]
Journal of Econometric Methods, 2012 Abstract We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a k-dimensional random vector X if and only if the slope from an LAD regression of Y on X is zero.
Komarova, Tatiana +2 more
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An Algorithm of Nonparametric Quantile Regression
Journal of Statistical Theory and Practice, 2023 Extreme events, such as earthquakes, tsunamis, and market crashes, can have substantial impact on social and ecological systems. Quantile regression can be used for predicting these extreme events, making it an important problem that has applications in many fields. Estimating high conditional quantiles is a difficult problem.
Mei Ling Huang +2 more
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Direct Marketing and the Structure of Farm Sales: An Unconditional Quantile Regression Approach
Journal of Agricultural and Resource Economics, 2015 This paper examines the impact of participation in direct marketing on the entire distribution of farm sales using the unconditional quantile regression (UQR) estimator.
Timothy A. Park
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Factorisable Multitask Quantile Regression [PDF]
SSRN Electronic Journal, 2020 A multivariate quantile regression model with a factor structure is proposed to study data with multivariate responses with covariates. The factor structure is allowed to vary with the quantile levels, which is more flexible than the classical factor models.
Chao, Shih-Kang +2 more
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