correlation over time. By supplementing the quantile regression analyses with transition probability matrices, our study shows …

quantile regression model (Koenker & Xiao, 2002). Our theoretical findings are corroborated through a Monte Carlo simulation …

distributions. In this paper, we study estimation of conditional quantiles for GARCH models using quantile regression. Quantile … regression estimation of GARCH models is highly nonlinear; we propose a simple and effective two-step approach of quantile … properties of the sieve approximation, the minimum distance estimators, and the final quantile regression estimators employing …

diferences in characteristics not only among continents but also among countries in each continent. Using a quantile regression …

This study estimates cost efficiency under a quantile regression framework. Our purpose is to investigate whether cost …

-day reduction in the number of days of absence. Quantile regression reveals higher point estimates (both in absolute and relative …