, welfare state, non-linear regression, quantile regression Corresponding author: Anders Björklund Swedish Institute …) 9 Grawe (2004) uses a model that combines our two approaches, namely spline and quantile regression. How- ever, this … no. 1938. Koenker, Roger and Kevin F. Hallock. 2001. “Quantile Regression.” Journal of Economic Perspectives, 15 …

distribution using quantile regression. My database is the German socio-economic panel for the period 1984-2006. I find a higher …

using extremal quantile regression and analyzing the influential factors of systemic risk. Design …/methodology/approach – Extreme value theory is applied when measuring the systemic risk of financial institutions. Extremal quantile regression … risk using extremal quantile regression for the first time.  …

characteristics of their impact are examined within a distancebased, micro-founded approach. Applying quantile regression techniques …

Abstract This paper proposes tests for equality of the mean regression (MR) and quantile regression (QR) coefficients …

traders who view the market with different time resolutions. In addition, quantile regression technique robust to … scales (lower frequency intervals). The findings from quantile regression also suggest that the coefficients are more …

the Social Security Administration, we employ ordinary least squares (OLS) and quantile regression models to assess the …

rates, and conditional on survival. Using data from the European firms in a global economy survey, and adopting a quantile … regression approach, we uncover evidence for a sample of French, Italian and Spanish manufacturing firms with more than ten …