Search Results - subject:"Quantile Regression model"

Investor sentiment and its nonlinear effect on stock returns : new evidence from the Chinese stock market based on panel quantile regression model

Ni, Zhong-Xin; Wang, Da-Zhong; Xue, Wen-Jun - In: Economic modelling 50 (2015), pp. 266-274

Persistent link: https://www.econbiz.de/10011440564

Distinguish the effects of temperature and electricity price on home electricity bill : empirical evidence from a national household survey in Taiwan

Chang, Hung-hao; Wang, Jiun-hao - In: International journal of economic issues : IJEI 6 (2013) 2, pp. 91-105

Persistent link: https://www.econbiz.de/10010193873

Distinguish the effects of food availability and food prices on fat intakes of the Chinese adults

Chang, Hung-hao - In: Modern economy 3 (2012) 4, pp. 437-443

Persistent link: https://www.econbiz.de/10009705362

The Relation Between Relative Order Imbalance and Intraday Futures Returns: An Application of the Quantile Regression Model to Taiwan

Chang, Chiao Yi; Shie, Fu Shuen - In: Emerging Markets Finance and Trade 47 (2011) 3, pp. 69-87

Adopting the quantile regression model, this paper describes the positive relation between relative order imbalance and …

Persistent link: https://www.econbiz.de/10009353243

The relation between relative order imbalance and intraday futures returns : an application of the quantile regression model of Taiwan

Chang, Chiao-yi; Shie, Fu-shuen - In: Emerging markets finance & trade : a journal of the … 47 (2011) 3, pp. 69-87

Persistent link: https://www.econbiz.de/10009313728

Smoothed Empirical Likelihood Methods for Quantile Regression Models

Whang, Yoon-Jae - EconWPA - 2003

The standard confidence regions based on the first-order approximation of quantile regression estimators can be inaccurate in small samples. We show that confidence regions based on the smoothed empirical likelihood ratio have coverage errors of order n^{-1} and may be Bartlett-corrected to...

Persistent link: https://www.econbiz.de/10005062560