Search Results - subject:"Censored quantile regression"

Adjusting VAT rates to promote healthier diets in Norway : a censored quantile regression approach

Gustavsen, Geir Wæhler; Rickertsen, Kyrre - In: Food policy : economics planning and politics of food … 42 (2013), pp. 88-95

Persistent link: https://www.econbiz.de/10010202851

Charitable giving in the German welfare state : fiscal incentives and crowding out

Bönke, Timm; Massarrat-Mashhadi, Nima; Sielaff, Christian - In: Public choice 154 (2013) 1/2, pp. 39-58

Persistent link: https://www.econbiz.de/10009708179

Using Quantile Regression for Duration Analysis

Fitzenberger, Bernd; Wilke, Ralf A. - 2005

of the functional relationship and of the error distribution. Censored quantile regression address the issue of right …

Persistent link: https://www.econbiz.de/10010297477

Censored Quantile Regressions and the Length of Unemployment Periods in West Germany

Xuan, Zhang; Wilke, Ralf A.; Lüdemann, Elke - 2005

In this paper, we estimate the effect of different macro and micro variables on thedistribution of unemployment duration in West Germany using censored quantile regressions. We analyze unemployment periods of more than 91,000 observations from the years 1981 to 1997 drawn from the IAB employment...

Persistent link: https://www.econbiz.de/10010298009

Using Quantile Regression for Duration Analysis

Fitzenberger, Bernd; Wilke, Ralf A. - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2005

of the functional relationship and of the error distribution. Censored quantile regression address the issue of right …

Persistent link: https://www.econbiz.de/10005097480

Censored Quantile Regressions and the Length of Unemployment Periods in West Germany

Xuan, Zhang; Wilke, Ralf A.; Lüdemann, Elke - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2005

Persistent link: https://www.econbiz.de/10005098431

Variance estimation in censored quantile regression via induced smoothing

Pang, Lei; Lu, Wenbin; Wang, Huixia Judy - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 785-796

Statistical inference in censored quantile regression is challenging, partly due to the unsmoothness of the quantile …-censoring-probability weighted estimator for censored quantile regression by employing the idea of induced smoothing. The proposed variance estimator …

Persistent link: https://www.econbiz.de/10010871351

Asymptotic normality of Powell’s kernel estimator

Kato, Kengo - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 255-273

Persistent link: https://www.econbiz.de/10010848630

A censored quantile regression analysis of employee stock options substitution for debt and the impact of SFAS 123R

Di, Hui; Hanke, Steven A.; Chiang, Wei‐Chih - In: Managerial Finance 38 (2012) 2, pp. 165-187

study uses Censored Quantile Regression (CQR) to assess whether the substitution effect is dependent on firms' position in …

Persistent link: https://www.econbiz.de/10014940221

A censored quantile regression analysis of employee stock options substitution for debt and the impact of SFAS 123R

Di, Hui; Hanke, Steven A.; Chiang, Wei-Chih - In: Managerial Finance 38 (2012) January, pp. 165-187

study uses Censored Quantile Regression (CQR) to assess whether the substitution effect is dependent on firms' position in …

Persistent link: https://www.econbiz.de/10010691537