Search Results - subject:"quantile regression"

A quantile regression forecasting model for ICT development

Hui-Kuang Yu, Tiffany - In: Management Decision 52 (2014) 7, pp. 1263-1272

Purpose – Because quantile regression gets more popular and provides more comprehensive interpretations, it is … important to advance quantile regression for forecasting. By extending the convention quantile regression, the purpose of this … paper is to propose a quantile regression-forecasting model to forecast information and communication technology (ICT …

Persistent link: https://www.econbiz.de/10014936298

Foreign exchange risk and the predictability of carry trade returns

Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of Banking & Finance 42 (2014) C, pp. 302-313

This paper provides an empirical investigation of the time-series predictive ability of foreign exchange risk measures on the return to the carry trade, a popular investment strategy that borrows in low-interest currencies and lends in high-interest currencies. Using quantile regressions, we...

Persistent link: https://www.econbiz.de/10010753673

Repeat tourism in Uruguay: modelling truncated distributions of count data

Brida, Juan; Pereyra, Juan; Scuderi, Raffaele - In: Quality & Quantity: International Journal of Methodology 48 (2014) 1, pp. 475-491

This paper studies the determinants of repeat visiting in Uruguay, where loyal visitors are a relevant part of the total. From a statistical point of view, the number of times a visitor has been to a place constitutes count data. In this regard available information on Uruguay presents relevant...

Persistent link: https://www.econbiz.de/10010758607

The quality–quantity trade-off: evidence from the relaxation of China’s one-child policy

Liu, Haoming - In: Journal of Population Economics 27 (2014) 2, pp. 565-602

height, which supports the quality–quantity trade-off theory. Our instrumental quantile regression approach shows that the …

Persistent link: https://www.econbiz.de/10010758617

Functional partially linear quantile regression model

Lu, Ying; Du, Jiang; Sun, Zhimeng - In: Metrika 77 (2014) 2, pp. 317-332

This paper considers estimation of a functional partially quantile regression model whose parameters include the …

Persistent link: https://www.econbiz.de/10010758711

Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting

Simplice, Asongu - In: International Journal of Social Economics 41 (2014) 10, pp. 906-922

using updated data. Design/methodology/approach – A quantile regression approach is employed while controlling for the …

Persistent link: https://www.econbiz.de/10014807327

Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries

Živkov, Dejan; Njegic, Jovan; Pecanac, Marko - In: Baltic Journal of Economics 14 (2014) 1-2, pp. 124-139

inflation uncertainty, the unconditional quantile regression estimation technique has been applied because of its robustness to …

Persistent link: https://www.econbiz.de/10011246184

Regional differences pose challenges for food security policy : a case study of India

Mahadevan, Renuka; Suardi, Sandy - In: Regional studies 48 (2014) 8, pp. 1319-1336

Persistent link: https://www.econbiz.de/10015145794

Modelling micro-level tourism expenditure : recommendations on the choice of independent variables, functional form and estimation technique

Thrane, Christer - In: Tourism economics : the business and finance of tourism … 20 (2014) 1, pp. 51-60

Persistent link: https://www.econbiz.de/10010254425

Estimating and testing a quantile regression model with interactive effects

Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 178 (2014) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10010255458