Search Results - subject:"median regression"

Pointwise adaptive estimation for quantile regression

Reiß, Markus; Rozenholc, Yves; Cuenod, Charles A. - 2011

. Simulations for different univariate median regression models show good finite sample properties, also in comparison to …

Persistent link: https://www.econbiz.de/10010281536

Median Regression for SUR Models with the Same Explanatory Varia

Shukur, Ghazi; Zeebari, Zangin - Centre of Excellence for Science and Innovation … - 2011

In this paper we introduce an interesting feature of the Generalized Least Absolute Deviations (GLAD) method for Seemingly Unrelated Regression Equations (SURE) models. Contrary to the collapse of Generalized Least Squares (GLS) parameter estimations of SURE models to the Ordinary Least Squares...

Persistent link: https://www.econbiz.de/10010742111

Pointwise adaptive estimation for quantile regression

Reiß, Markus; Rozenholc, Yves; Cuenod, Charles A. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011

. Simulations for different univariate median regression models show good finite sample properties, also in comparison to …

Persistent link: https://www.econbiz.de/10009024914

Foreign languages and trade : evidence from a natural experiment

Fidrmuc, Jan; Fidrmuc, Jarko - In: Empirical economics : a journal of the Institute for … 50 (2016) 1, pp. 31-49

Persistent link: https://www.econbiz.de/10011451917

Sparse Estimation and Inference for Censored Median Regression

Shows, Justin Hall - 2009

Censored median regression models have been shown to be useful for analyzing a variety of censored survival data with … the robustness property. We study sparse estimation and inference of censored median regression. The new method minimizes …

Persistent link: https://www.econbiz.de/10009431200

Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden

Zeebari, Zangin; Shukur, Ghazi - Centre of Excellence for Science and Innovation … - 2009

In this paper we generalize the median regression method in order to make it applicable to systems of regression … SURE method. The Seemingly Unrelated Median Regression Equations (SUMRE) method produces results that are more robust than … equations. Given the existence of proper systemwise medians of the errors from different equations, we apply the weighted median …

Persistent link: https://www.econbiz.de/10004969815

A quantile regression analysis on corporate governance and the cost of bank loans: a research note

Chi, Wuchun; Huang, Huichi; Xie, Hong - In: Review of Accounting and Finance 14 (2015), pp. 2-19

Purpose –This paper aims to investigate whether there is heterogeneity in the relationship between the bank loan interest rate and its determinants using the quantile regression method and to reconcile some conflicting findings in prior literature. Design/methodology/approach –First, the...

Persistent link: https://www.econbiz.de/10011123436

A quantile regression analysis on corporate governance and the cost of bank loans: a research note

Chi, Wuchun; Huang, Huichi; Xie, Hong - In: Review of Accounting and Finance 14 (2015) 1, pp. 2-19

Purpose – This paper aims to investigate whether there is heterogeneity in the relationship between the bank loan interest rate and its determinants using the quantile regression method and to reconcile some conflicting findings in prior literature. Design/methodology/approach – First, the...

Persistent link: https://www.econbiz.de/10014989985

Subjective mortality risk and bequests

Gan, Li; Gong, Guan; Hurd, Michael D.; McFadden, Daniel - In: Journal of econometrics 188 (2015) 2, pp. 514-525

Persistent link: https://www.econbiz.de/10011503653

A quantile regression analysis on corporate governance and the cost of bank loans : a research note

Chi, Wuchun; Huang, Huichi; Xie, Hong - In: Review of accounting & finance 14 (2015) 1, pp. 2-19

Persistent link: https://www.econbiz.de/10010518784