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  • Search: subject:"Nonparametric quantile regression"
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Year of publication
Subject
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Nonparametric quantile regression 11 Nichtparametrisches Verfahren 10 Regression analysis 10 Regressionsanalyse 10 Nonparametric statistics 8 nonparametric quantile regression 8 Estimation theory 6 Schätztheorie 6 Theorie 4 Estimation 3 Schätzung 3 bandwidth choice 3 crossvalidation 3 penalizing functions 3 CAViaR 2 Causality analysis 2 Factor analysis 2 Faktorenanalyse 2 Kausalanalyse 2 Nichtparametrische Schätzung 2 Non-performing loan 2 Nonparametric Quantile Regression 2 Nonparametric estimation 2 Notleidender Kredit 2 Regression 2 Theory 2 Treatment effect 2 Uniform Bahadur representation 2 Uniform inference 2 Value at Risk 2 extreme value theory 2 instrumental variable 2 local alternative 2 monotonization 2 nonlinear inverse problem 2 risk management 2 specification test 2 Aktienmarkt 1 Anlageverhalten 1 Average treatment effect 1
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Online availability
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Free 10 Undetermined 8
Type of publication
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Book / Working Paper 12 Article 9
Type of publication (narrower categories)
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Working Paper 7 Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Aufsatz im Buch 1 Book section 1
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Language
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English 15 Undetermined 6
Author
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Abberger, Klaus 3 Qu, Zhongjun 3 Yoon, Jungmo 3 Breunig, Christoph 2 Chen, Liang 2 Dolado, Juan J. 2 Gonzalo, Jesús 2 Pan, Haozi 2 Schaumburg, Julia 2 Atik, Zehra 1 Aydemir, Resul 1 Ben Bouheni, Faten 1 Capéau, Bart 1 Chen, Xirong 1 Chernozhukov, Victor 1 Gagliardini, Patrick 1 Güloğlu, Bülent 1 Halkos, George 1 Jiang, Bin 1 Li, Chen 1 Li, Degui 1 Li, Qi 1 Li, Zheng 1 Margarint, Elena 1 Obeid, Hassan 1 Pacolet, Jozef 1 Pan, Rulu 1 Scaillet, Olivier 1 Su, Liangjun 1 Ura, Takuya 1 Wang, Chuan 1 Wei, Ying 1 Wu, Wei-xing 1 Zhang, Linwan 1 Zhang, Yichong 1
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Institution
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Department of Economics, Boston University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
Published in...
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Journal of econometrics 3 CoFE Discussion Paper 2 SFB 649 Discussion Paper 2 Boston University - Department of Economics - Working Papers Series 1 Brussels Economic Review 1 CoFE discussion papers 1 Discussion papers / CEPR 1 Eastern European economics : EEE 1 Economic systems 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Journal of Econometrics 1 MPRA Paper 1 Risk management decisions and value under uncertainty 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1 Swiss Finance Institute Research Paper Series 1 Working paper 1
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Source
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ECONIS (ZBW) 11 RePEc 7 EconStor 3
Showing 1 - 10 of 21
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Estimation of characteristics-based quantile factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús; Pan, Haozi - 2023
Persistent link: https://www.econbiz.de/10014252757
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Macro stress testing the credit risk of conventional and participation banks in Turkey : a nonparametric quantile regression approach
Aydemir, Resul; Atik, Zehra; Güloğlu, Bülent - In: Eastern European economics : EEE 62 (2024) 6, pp. 727-761
Persistent link: https://www.econbiz.de/10015195386
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Climate change and urban total factor productivity : evidence from capital cities and municipalities in China
Li, Chen; Jiang, Bin; Wang, Chuan - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 401-441
Persistent link: https://www.econbiz.de/10014329056
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Estimation of characteristics-based quantile factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús; Pan, Haozi - 2023
Persistent link: https://www.econbiz.de/10014289399
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Nonperforming loan of European Islamic banks over the economic cycle
Ben Bouheni, Faten; Obeid, Hassan; Margarint, Elena - In: Risk management decisions and value under uncertainty, (pp. 773-808). 2022
Persistent link: https://www.econbiz.de/10013342050
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Specification testing in nonparametric instrumental quantile regression
Breunig, Christoph - 2016
There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model, key conditions are validity of instrumental variables and monotonicity of the model in a scalar unobservable. Under these conditions the nonseparable model is...
Persistent link: https://www.econbiz.de/10011580430
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Specification testing in nonparametric instrumental quantile regression
Breunig, Christoph - 2016
There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model, key conditions are validity of instrumental variables and monotonicity of the model in a scalar unobservable. Under these conditions the nonseparable model is...
Persistent link: https://www.econbiz.de/10011530072
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Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong; Li, Degui; Li, Qi; Li, Zheng - In: Journal of econometrics 212 (2019) 2, pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
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Non-separable models with high-dimensional data
Su, Liangjun; Ura, Takuya; Zhang, Yichong - In: Journal of econometrics 212 (2019) 2, pp. 646-677
Persistent link: https://www.econbiz.de/10012304129
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Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
Schaumburg, Julia - 2010
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The ….1%) quantiles, where particularly few data points are available, we propose to combine nonparametric quantile regression with …
Persistent link: https://www.econbiz.de/10010270817
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