Search Results - subject:"conditional quantiles"

Gaussian transforms modeling and the estimation of distributional regression functions

Spady, Richard Henry; Stouli, Sami - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 5, pp. 1885-1913

Persistent link: https://www.econbiz.de/10015475332

Panel quantile regression for extreme risk

Hou, Yanxi; Leng, Xuan; Peng, Liang; Zhou, Yinggang - In: Journal of econometrics 240 (2024) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10015075043

Direct versus iterated multiperiod Value-at-Risk forecasts

Ruiz, Esther; Nieto, María Rosa - In: Journal of economic surveys 37 (2023) 3, pp. 915-949

Persistent link: https://www.econbiz.de/10014337985

Bayesian inference for non-anonymous Growth Incidence Curves using Bernstein polynomials : an application to academic wage dynamics

Fourrier-Nicolai, Edwin; Lubrano, Michel - 2022

Persistent link: https://www.econbiz.de/10013466130

Inference for extremal regression with dependent heavy-tailed data

Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022

Persistent link: https://www.econbiz.de/10013170015

Vine copula Granger causality in quantiles

Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Applied economics 56 (2024) 10, pp. 1109-1118

Persistent link: https://www.econbiz.de/10014446535

Central bank policies and financial markets : lessons from the euro crisis

Mody, Ashoka; Nedeljkovic, Milan - In: Journal of banking and finance 158 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014451953

Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials : an application to academic wage dynamics

Fourrier-Nicolaï, Edwin; Lubrano, Michel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 319-336

Persistent link: https://www.econbiz.de/10014631934

Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds

Pan, Shenyi; Joe, Harry; Li, Guofu - In: Journal of financial econometrics 21 (2023) 3, pp. 714-741

Persistent link: https://www.econbiz.de/10014314788

Gaussian transforms modeling and the estimation of distributional regression functions

Spady, Richard Henry; Stouli, Sami - 2020

Conditional distribution functions are important statistical objects for the analysis of a wide class of problems in econometrics and statistics. We propose flexible Gaussian representations for conditional distribution functions and give a concave likelihood formulation for their global...

Persistent link: https://www.econbiz.de/10012621130

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