Search Results - subject:"quantile regression"

The effect of new residential construction on housing prices

Zahirovich-Herbert, Velma; Gibler, Karen M. - In: Journal of Housing Economics 26 (2014) C, pp. 1-18

New construction is generally expected to create positive externalities. We use a hedonic model to estimate the premium paid for new houses as well as the influence of new residential construction on the selling prices of existing houses considering the number and relative size of the newly...

Persistent link: https://www.econbiz.de/10011077920

Runs on Money Market Funds

Schmidt, Lawrence; Timmermann, Allan G; Wermers, Russ - C.E.P.R. Discussion Papers - 2014

We study daily money market mutual fund flows at the individual share class level during the crisis of September 2008. The empirical approach that we apply to this fine granularity of data brings new insights into the investor and portfolio holding characteristics that are conducive to run-risk...

Persistent link: https://www.econbiz.de/10011084019

Women’s Malnutrition in India: The Role of Economic and Social Status

Dahiya, Shikha; Viswanathan, Brinda - Madras School of Economics - 2014

women between 20 to 40 years of age in India. BMI captures both undernutrition and over nutrition and a quantile regression …

Persistent link: https://www.econbiz.de/10011093766

DOES CEO INCENTIVE PAY IMPROVE BANK PERFORMANCE? A QUANTILE REGRESSION ANALYSIS OF U.S. COMMERCIAL BANKS

CHAN, MIN-LEE; LIN, CHO-MIN; LIANG, HSIN-YU; CHEN, MING-HUA - In: Annals of Financial Economics (AFE) 09 (2014) 02, pp. 1440005-1

improvement in bank performance by examining the CEO incentive pay of 68 U.S. commercial banks from 1993 to 2005 using quantile … regression (QR) analysis. The empirical evidence indicates that the relationship between bank performance and incentive pay does …

Persistent link: https://www.econbiz.de/10011094628

USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES

CHI, CHIH-YI; YU, SHIH-TI; LI, YI TZU; LU, YU-LUNG - In: Annals of Financial Economics (AFE) 09 (2014) 02, pp. 1440010-1

estimate the decision of stock repurchase. Then we use Koenker and Bassett's (1978) quantile regression to estimate the dollar …

Persistent link: https://www.econbiz.de/10011094629

Decomposing the rich dad effect on income inequality using instrumental variable quantile regression

Du, Zaichao; LI, Renyu; He, Qinying; ZHANG, Lin - In: China Economic Review 31 (2014) C, pp. 379-391

quantile regression-based method to solve the endogeneity problem and decompose the rich dad effect on income inequality into …

Persistent link: https://www.econbiz.de/10011118129

Foreign aid, growth, and poverty relation: a quantile regression approach

Alvi, Eskander; Senbeta, Aberra - In: Journal of Developing Areas 48 (2014) 3, pp. 381-403

In this paper, we examine the aid-growth-poverty relation by using quantile regression, which enables us to estimate … coefficient estimates in a quantile regression capture the marginal impact of a change in the explanatory variable observed at the …

Persistent link: https://www.econbiz.de/10011213202

La Corse est-elle soluble dans le modèle méditerranéen ? Une analyse à partir d'une régression quantile sur données d'entreprises en panel entre 2004 et 2010

Garsaa, Aziza; Levratto, Nadine; Tessier, Luc - In: Revue d'économie régionale et urbaine novembre (2014) 4, pp. 677-718

This text aims at proposing a comparative analysis of the trajectories of companies located in Corsica, and in similar departments of the Mediterranean coast. Through this study we raise the question of the specificity of an island economy compared to a continental territory considered as its...

Persistent link: https://www.econbiz.de/10011186704

Testing for Autocorrelation in Quantile Regression Models

Huo, Lijuan; Kim, Tae-Hwan; Kim, Yunmi; Lee, Dong Jin - Economic Research Institute, College of Business and … - 2014

Quantile regression (QR) models have been increasingly employed in many applied areas in economics. At the early stage …, applications in the quantile regression literature have usually used cross-sectional data, but the recent development has seen an … increase in the use of quantile regression in both time-series and panel datasets. However, testing for possible …

Persistent link: https://www.econbiz.de/10011188500

Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework

CHO, JIN SEO; KIM, TAE-HWAN; SHIN, YONGCHEOL - Economic Research Institute, College of Business and … - 2014

Pesaran and Shin¡¯s (1998) autoregressive distributed-lag approach into quantile regression by jointly analysing short …

Persistent link: https://www.econbiz.de/10011191555