Search Results - subject:"quantile regression"

Are CDS spreads sensitive to the term structure of the yield curve? : a sector-wise analysis under various market conditions

Aman, Asia - In: Journal of risk and financial management : JRFM 12 (2019) 4/158, pp. 1-13

.S. industrial sectors. Stock returns and the crude oil-based volatility index are used in a quantile regression framework to test …

Persistent link: https://www.econbiz.de/10012172992

The relationship between herding behavior and firm size before and after the elimination of short-sale price restrictions

Chang, Chiao-yi; Shie, Fu-shuen; Yang, Shu Ling - In: Quantitative finance and economics 3 (2019) 3, pp. 526-549

Persistent link: https://www.econbiz.de/10012176590

Censored quantile regression survival models with a cure proportion

Narisetty, Naveen; Koenker, Roger - 2019

A new quantile regression model for survival data is proposed that permits a positive proportion of subjects to become … proposals for quantile regression estimation of censored survival models, we propose a new "data augmentation" approach to …

Persistent link: https://www.econbiz.de/10012115872

Selection into employment and the gender wage gap across the distribution and over time

Gallego Granados, Patricia; Wrohlich, Katharina - 2019

Using quantile regression methods, this paper analyses the gender wage gap across the wage distribution and over time …

Persistent link: https://www.econbiz.de/10012146702

Selection into employment and the gender wage gap across the distribution and over time

Gallego Granados, Patricia; Wrohlich, Katharina - 2019

Using quantile regression methods, this paper analyses the gender wage gap across the wage distribution and over time …

Persistent link: https://www.econbiz.de/10012149169

Islamic finance and herding behavior theory : a sectoral analysis for Gulf Islamic stock market

Medhioub, Imed; Chaffai, Mustapha - In: International Journal of Financial Studies : open … 7 (2019) 4/65, pp. 1-11

This study examines herding behavior in four sectors of the Gulf Islamic stock markets. Based on the methodology of Chiang and Zheng (2010), results showed evidence of herding among investors in major sectors for the Gulf Cooperation Council (hereinafter GCC) Islamic stock market during falling...

Persistent link: https://www.econbiz.de/10012150392

Wage differentials and segmentation : the impact of institutions and changing economic conditions

Arranz, José M.; Fernández-Macías, Enrique; … - 2019

Persistent link: https://www.econbiz.de/10012155255

The demand for military spending in Latin American countries

Kollias, Chrēstos; Paleologou, Suzanna-Maria; … - In: Latin American economic review : LAER ; official … 27 (2018), pp. 1-27

paper, using a panel of 12 Latin American countries and quantile regression analysis, estimates the demand for military …

Persistent link: https://www.econbiz.de/10012029547

The immigrant-native wage gap in Germany revisited

Ingwersen, Kai; Thomsen, Stephan L. - 2019 - This version: 17 June 2019

immigrants relative to native Germans from 1994 to 2015. We decompose the wage gap using the method for unconditional quantile … regression models by employing a regression of the (recentered) influence function (RIF) of the gross hourly wage on a rich set …

Persistent link: https://www.econbiz.de/10012030493

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