Search Results - "Quantile regression"

eBook

Quantile Regression: Theory and Applications

by Davino, Cristina Furno, Marilena Vistocco, Domenico
2013

“...A guide to the implementation and interpretation of Quantile Regression models This book explores the theory and numerous applications of quantile regression,...”

Journal Article

Unconditional Quantile Regressions

by Sergio Firpo Nicole M. Fortin Thomas Lemieux Published in Econometrica (01.05.2009)

“...We propose a new regression method to evaluate the impact of changes in the distribution of the explanatory variables on quantiles of the unconditional...”

Fulltext

Journal Article

Penalized weighted composite quantile estimators with missing covariates

by Yang, Hu Yang, Hu Liu, Huilan Liu, Huilan Published in Statistical papers (Berlin, Germany) (01.03.2016)

“...In this paper, we propose the penalized weighted composite quantile regression estimation for linear model when the covariates are missing at random. Under...”

Fulltext

Journal Article

Finite sample inference for quantile regression models

by Chernozhukov, Victor Hansen, Christian Jansson, Michael Published in Journal of econometrics (2009)

“...Under minimal assumptions, finite sample confidence bands for quantile regression models can be constructed. These confidence bands are based on the...”

Journal Article

The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk

by Bonaccolto, G Caporin, M Gupta, R Published in Physica A (01.10.2018)

“...The aim of this study is to analyze the relevance of recently developed news-based measures of economic policy and equity market uncertainty in causing and...”

Journal Article

Heterogeneous impacts of renewable energy and environmental patents on CO 2 emission - Evidence from the BRIICS

by Cheng, Cheng Ren, Xiaohang Wang, Zhen Yan, Cheng Published in The Science of the total environment (10.06.2019)

“...The study explores the impacts of renewable energy, environmental patents, economic growth and other variables on the CO emission per capita from 2000 to 2013...”

Journal Article

A simple approach to quantile regression for panel data

by Ivan A. Canay Published in The econometrics journal (01.01.2011)

“...This paper provides a set of sufficient conditions that point identify a quantile regression model with fixed effects. It also proposes a simple transformation...”

Fulltext

Journal Article

Finite mixtures of quantile and M-quantile regression models

by Alfò, Marco Alfò, Marco Salvati, Nicola Salvati, Nicola Ranallli, M Giovanna Ranallli, M Giovanna Published in Statistics and computing (01.03.2017)

“...In this paper we define a finite mixture of quantile and M-quantile regression models for heterogeneous and /or for dependent/clustered data. Components of the...”

Fulltext

Journal Article

Local composite quantile regression smoothing for Harris recurrent Markov processes

by Li, Degui Li, Runze Published in Journal of econometrics (01.09.2016)

“...In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris...”

Journal Article

Hypothesis testing of varying coefficients for regional quantiles

by Park, Seyoung Lee, Eun Ryung Published in Computational statistics & data analysis (01.07.2021)

“...Testing the behavior of varying coefficients (VC) over a range of quantiles is important in the field of regression analysis. This study tests whether...”

Journal Article

Composite quantile regression neural network with applications

by Xu, Qifa Deng, Kai Jiang, Cuixia Sun, Fang Huang, Xue Published in Expert systems with applications (15.06.2017)

“...•We propose a novel composite quantile regression neural network model.•The model bridges the gap between composite quantile regression and ANNs.•It is...”

Journal Article

Quantile cointegration in the autoregressive distributed-lag modeling framework

by Cho, Jin Seo Kim, Tae-hwan Shin, Yongcheol Published in Journal of econometrics (01.09.2015)

“...Xiao (2009) develops a novel estimation technique for quantile cointegrated time series by extending Phillips and Hansen’s (1990) semiparametric approach and...”

Journal Article

Instrumental variable quantile regression: A robust inference approach

by Chernozhukov, Victor Hansen, Christian Published in Journal of econometrics (2008)

“...In this paper, we develop robust inference procedures for an instrumental variables model defined by Y = D ′ α ( U ) where D ′ α ( U ) is strictly increasing...”

Journal Article

Smoothed GMM for quantile models

by de Castro, Luciano Galvao, Antonio F Kaplan, David M Liu, Xin Published in Journal of econometrics (01.11.2019)

“...We consider estimation of finite-dimensional parameters identified by general conditional quantile restrictions, including instrumental variables quantile...”

Journal Article

Comparison of Two Solar Probabilistic Forecasting Methodologies for Microgrids Energy Efficiency

by Mazorra-Aguiar, Luis Lauret, Philippe David, Mathieu Oliver, Albert Montero, Gustavo Published in Energies (Basel) (18.03.2021)

“...In this paper, the performances of two approaches for solar probabilistic are evaluated using a set of metrics previously tested by the meteorology...”

Fulltext

Journal Article

Age and firm growth: evidence from three European countries

by Giorgio Barba Navaretti Davide Castellani Fabio Pieri
edited by Audretsch, David B Coad, Alex Segarra, Agustí
Published in Small business economics (01.12.2014)

“...This article provides new insights into the dependence of firm growth on age along the entire distribution of growth rates, and conditional on survival. Using...”

Fulltext

Journal Article

Smoothing Quantile Regressions

by Fernandes, Marcelo Guerre, Emmanuel Horta, Eduardo Published in Journal of business & economic statistics (02.01.2021)

“...We propose to smooth the objective function, rather than only the indicator on the check function, in a linear quantile regression context. Not only does the...”

Narrow search