Search Results - subject:"quantile regression"

DeRossi, G.; Harvey, A. - Faculty of Economics, University of Cambridge - 2006

A time-varying quantile can be fitted to a sequence of observations by formulating a time series model for the corresponding population quantile and iteratively applying a suitably modified state space signal extraction algorithm. Quantiles estimated in this way provide information on various...

Persistent link: https://www.econbiz.de/10005113750

Understanding the processes of firm Growth - a closer look at serial growth rate correlation.

Coad, Alex - Maison des Sciences Économiques, Université Paris 1 … - 2006

Serial correlation in annual growth rates carries a lot of information on growth processes - it allows us to directly observe firm performance as well asto test hypotheses. Using a 7-year balanced panel of 10 000 French manufacturing firms, we observe that small firms typically are subject to...

Persistent link: https://www.econbiz.de/10005670945

Growing richer and taller : explaining change in the distribution of child nutritional status during Vietnam's economic boom

O'Donnell, Owen; López Nicolás, Ángel; Van … - 2006

Over a five-year period in the 1990s Vietnam experienced annual economic growth of more than 8% and a decrease of 15 points in the proportion of children chronically malnourished (stunted). We estimate the extent to which changes in the distribution of child nutritional status can be explained...

Persistent link: https://www.econbiz.de/10011350368

Fighting corruption in Africa: do existing corruption‐control levels matter?

Asongu, Simplice A. - In: International Journal of Development Issues 12 (2013) 1, pp. 36-52

African countries for the period 2002‐2010. Design/methodology/approach – The panel quantile regression technique enables us …

Persistent link: https://www.econbiz.de/10014768802

The impact of governance on economic growth in Africa

Fayissa, Bichaka; Nsiah, Christian - In: Journal of Developing Areas 47 (2013) 1, pp. 91-108

Sub-Sahara African countries have had a checkered past when it comes to good governance and institutions. Increasingly, economists and policy makers are recognizing the importance of governance and institutions for economic growth and development. The New Partnership for Africa’s Development...

Persistent link: https://www.econbiz.de/10011096468

Testing for Autocorrelation in Quantile Regression Models

Huo, Lijuan; Kim, Tae-Hwan; Kim, Yunmi - Economic Research Institute, College of Business and … - 2013

Quantile regression (QR) models have been increasingly employed in many applied areas in economics. At the early stage …, applications took place usually using cross-section data, but recent development has seen a surge of the use of quantile regression …-Godfrey LM test to the residuals from the baseline quantile regression. In this paper, we demonstrate by Monte Carlo simulations …

Persistent link: https://www.econbiz.de/10011191569

Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions

Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: Global Business and Economics Review 15 (2013) 1, pp. 88-109

on the use of quantile regression as an alternative approach to the analysis of risk and return distributions in …

Persistent link: https://www.econbiz.de/10010816574

Is the persistent gender gap in income and wages due to unequal family responsibilities?

Angelov, Nikolay; Johansson, Per; Lindahl, Erica - Nationalekonomiska Institutionen, Uppsala Universitet - 2013

We compare the income and wage trajectories of women in rela- tion to their male partners before and after parenthood. Focusing on the within-couple gap allows us to control for both observed and unobserved attributes of the spouse and to estimate both short- and long-term eects of entering...

Persistent link: https://www.econbiz.de/10010818884

QUANTILE ESTIMATES FOR SOCIAL RETURNS TO EDUCATION IN TURKEY: 2006–2009

BAKIS, OZAN; DAVUTYAN, NURHAN; LEVENT, HALUK; POLAT, SEZGIN - In: Middle East Development Journal (MEDJ) 05 (2013) 03, pp. 1350017-1

in Turkey using Instrumental Variables, Ordinary Least Squares, Quantile Regression and Instrumental Variables Quantile … Regression methods. Our results indicate a median external return between 1.5% and 2.3% for 2006–2009. There is some evidence …

Persistent link: https://www.econbiz.de/10010726699

Family size, household shocks and chronic and transient poverty in the Philippines

Bayudan-Dacuycuy, Connie; Lim, Joseph Anthony - In: Journal of Asian Economics 29 (2013) C, pp. 101-112

This research is one of the few attempts to analyze chronic and transient poverty in the Philippines. Results indicate that poverty in the Philippines is largely comprised of chronic poverty with households in rural areas and Mindanao regions being the most affected. Using quantile regressions,...

Persistent link: https://www.econbiz.de/10010729536