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  • Search: subject:"conditional quantile"
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Year of publication
Subject
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Schätztheorie 27 Estimation theory 25 Regression analysis 23 Regressionsanalyse 23 Nichtparametrisches Verfahren 22 Conditional quantile 20 Nonparametric statistics 20 Estimation 19 Schätzung 19 Theorie 14 Risikomaß 11 Risk measure 11 Theory 11 Zeitreihenanalyse 8 conditional quantile 8 Bahadur representation 7 Conditional quantile regression 7 Time series analysis 7 Conditional Quantile 6 conditional quantile regression 6 Asymptotic normality 5 Basel Accord 5 Volatility 5 Volatilität 5 conditional quantile function 5 time series 5 Conditional quantile function 4 Copula 4 Decomposition method 4 Dekompositionsverfahren 4 Lohnstruktur 4 Monge-Kantorovich-Brenier 4 Spillover effect 4 Spillover-Effekt 4 Statistical distribution 4 Statistical test 4 Statistische Verteilung 4 Statistischer Test 4 Systemic risk 4 VAR model 4
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Online availability
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Free 62 Undetermined 32 CC license 1
Type of publication
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Book / Working Paper 51 Article 48
Type of publication (narrower categories)
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Article in journal 32 Aufsatz in Zeitschrift 32 Working Paper 32 Arbeitspapier 19 Graue Literatur 19 Non-commercial literature 19 Article 4 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 75 Undetermined 23 Czech 1
Author
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Cai, Zongwu 6 Carlier, Guillaume 4 Cheng, Yebin 4 Chernozhukov, Victor 4 Fitzenberger, Bernd 4 Franke, Jürgen 4 Furdas, Marina 4 Galichon, Alfred 4 Pelloni, Gianluigi 4 Abberger, Klaus 3 Distante, Roberta 3 Fang, Ying 3 Gong, Xiao-Li 3 Gooijer, Jan G. de 3 Guerre, Emmanuel 3 Honda, Toshio 3 Jia, Kai-Wen 3 Lin, Ming 3 Liu, Xiyuan 3 Mwita, Peter 3 Panagiotidis, Theodore 3 Petrella, Ivan 3 Santoro, Emiliano 3 Tang, Shengfang 3 Wang, Weining 3 Xiong, Xiong 3 Andrietti, Vincenzo 2 Briel, Stephanie 2 Demetrescu, Matei 2 Escanciano, Juan Carlos 2 Fan, Yanqin 2 Ghosh, Pallab Kumar 2 Hosseinkouchack, Mehdi 2 Li, Qi 2 Liang, Han-Ying 2 Nusair, Khaldoon 2 Okhrin, Ostap 2 Osikominu, Aderonke 2 Ristig, Alexander 2 Rodrigues, Paulo M. M. 2
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Institution
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Rimini Centre for Economic Analysis (RCEA) 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Center for Applied Economics and Policy Research (CAEPR), Department of Economics 1 Department of Economics, City University 1 Department of Economics, School of Business and Economics 1 Department of Economics, University of California-San Diego (UCSD) 1 Econometric Society 1 Fondazione ENI Enrico Mattei (FEEM) 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Hitotsubashi University 1 London School of Economics (LSE) 1 School of Economics and Finance, Queen Mary 1 Swiss Finance Institute 1 Tinbergen Institute 1 Tinbergen Instituut 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
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Published in...
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Working papers series in theoretical and applied economics 6 Annals of the Institute of Statistical Mathematics 4 International review of economics & finance : IREF 3 Journal of econometrics 3 SFB 649 Discussion Paper 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CoFE Discussion Paper 2 Econometric reviews 2 Energy economics 2 IZA Discussion Papers 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 SFB 649 Discussion Papers 2 SFB 649 discussion paper 2 Statistics & Probability Letters 2 Tinbergen Institute Discussion Papers 2 Tourism economics : the business and finance of tourism and recreation 2 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 2 ZEW Discussion Papers 2 cemmap working paper 2 Caepr Working Papers 1 CoFE discussion papers 1 Discussion paper / Tinbergen Institute 1 Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper 1 Documentos de trabajo / dECON, Facultad de Ciencias Sociales, Universidad de la República : documento 1 Econometric Society 2004 Far Eastern Meetings 1 Econometrics 1 Econometrics : open access journal 1 Economics letters 1 Empirical Economics 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 FAME Research Paper Series 1 Global COE Hi-Stat Discussion Paper Series 1 Global finance journal 1 Health economics 1 International journal of finance & economics : IJFE 1 International review of applied economics 1 International review of financial analysis 1 Islamic finance, risk-sharing and macroeconomic stability 1 Journal of Applied Economics 1 Journal of Banking & Finance 1
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Source
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ECONIS (ZBW) 52 RePEc 30 EconStor 17
Showing 21 - 30 of 99
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A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu; Liu, Xiyuan - 2020
Persistent link: https://www.econbiz.de/10012312878
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Estimating partially conditional quantile treatment effects
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020
Persistent link: https://www.econbiz.de/10012425391
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Inferences for partially conditional quantile treatment effect model
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020
Persistent link: https://www.econbiz.de/10012203152
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Reálna konvergencia logistickej výkonnosti krajín sveta, EÚ a V4
Dluhoš, Martin; Gajdoš, Jozef; Hajduová, Zuzana - In: Politická ekonomie : teorie, modelování, aplikace 67 (2019) 4, pp. 406-425
Persistent link: https://www.econbiz.de/10012101767
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Measuring the effects of tourists' relative willingness to spend and third-degree price discrimination on inbound tourism expenditure differentials
Alfarhan, Usamah F; Nusair, Khaldoon; Al-Azri, Hamed; … - In: Tourism economics : the business and finance of tourism … 28 (2022) 8, pp. 2126-2153
Persistent link: https://www.econbiz.de/10013473849
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Monetary policy reaction to uncertainty in Japan : evidence from a quantile-on-quantile interest rate rule
Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2041-2053
Persistent link: https://www.econbiz.de/10013184644
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How heterogeneous is the impact of energy efficiency on dwelling prices? : evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market
Evangelista, Rui; Andrade e Silva, João; Ramalho, … - In: Energy economics 109 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013283786
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Nonparametric estimation of a conditional quantile function in a fixed effects panel data model
Yan, Karen X.; Li, Qi - In: Journal of Risk and Financial Management 11 (2018) 3, pp. 1-10
This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an …
Persistent link: https://www.econbiz.de/10012611026
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Nonparametric estimation of a conditional quantile function in a fixed effects panel data model
Yan, Karen X.; Li, Qi - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-10
This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an …
Persistent link: https://www.econbiz.de/10011895653
Saved in:
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Smoothing quantile regressions
Fernandes, Marcelo; Guerre, Emmanuel; Horta, Eduardo - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 338-357
Persistent link: https://www.econbiz.de/10012424529
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