Search Results - subject:"panel quantile regression"

Measurement of common risk factors : a panel quantile regression model for returns

Čech, František; Barunik, Jozef - 2017

This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model … particular Panel Quantile Regression Model for Returns consistently outperforms all the competitors in the 5% and 10% quantiles …

Persistent link: https://www.econbiz.de/10011722173

Leverage and capital structure determinants of Chinese listed companies

Ferrarini, Benno; Hinojales, Marthe; Scaramozzino, Pasquale - 2017

Total debt in the People’s Republic of China has increased significantly in recent years, mostly on account of nonfinancial corporate debt. Earning and the financial performance of corporate firms have weakened, and so has the asset quality of the financial sector. This paper assesses the...

Persistent link: https://www.econbiz.de/10011596964

Aid fungibility and government spending in Africa : evidence from instrumental variable panel quantile regression

Dewortor, Wisdom Kwabla; Chui, Chin Man - In: Applied economics letters 27 (2020) 14, pp. 1188-1193

Persistent link: https://www.econbiz.de/10012267082

Does financial structure matter for economic growth in China

Liu, Guanchun; Zhang, Chengsi - In: China economic review : an international journal 61 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012599854

Can expanding natural gas infrastructure mitigate CO2 emissions? : analysis of heterogeneous and mediation effects for China

Dong, Kangyin; Dong, Xiucheng; Ren, Xiaohang - In: Energy economics 90 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012517131

The impact of renewable energy consumption to economic growth : a replication and extension of Inglesi-Lotz (2016)

Doğan, Eyüp; Altinoz, Buket; Madaleno, Mara; Taskin, … - In: Energy economics 90 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012517296

Does parenthood make happy people happier? A lifecycle analysis using panel quantile regression

Samoilova, Evgenia; Vance, Colin - 2015

role of parenthood over the lifecycle. The analysis couples a panel quantile regression with an empirical specification …

Persistent link: https://www.econbiz.de/10011301359

Crime Victimisation and Subjective Well-Being: Panel Evidence from Australia

Mahuteau, Stéphane; Zhu, Rong - 2015

This paper estimates the effect of physical violence and property crimes on subjective well-being in Australia. Our methodology improves on previous contributions by (i) controlling for the endogeneity of victimisation and (ii) analysing the heterogeneous effect of victimisation along the whole...

Persistent link: https://www.econbiz.de/10011307466

Environmental Kuznets Curve and Economic Growth: The Role of Institutional Quality and Distributional Heterogeneity Revisited.

Mishra, Tapas; Parhi, Mamata; Diebolt, Claude; Gupta, … - Bureau d'Économie Théorique et Appliquée (BETA), … - 2015

quantile regression of 127 economies run over a period of four decades demonstrates that once endogeneity bias is corrected and … (Environmental-Kuznets-Curve, EKC) by introducing the roles of institutional quality and distributional heterogeneity. A panel …

Persistent link: https://www.econbiz.de/10011185849

Crime victimisation and subjective well-being : panel evidence from Australia

Mahuteau, Stéphane; Zhu, Rong - 2015

Persistent link: https://www.econbiz.de/10011308428