Search Results - subject:"quantile regression"

Government interventions and default risk: Does one size fit all?

Klomp, Jeroen - In: Journal of Financial Stability 9 (2013) 4, pp. 641-653

We examine the effectiveness of the financial sector rescue packages provided by the national governments during the 2008 financial crisis. This study questions the implicit assumption that government interventions have an uniform effect on the default risk of individual banks. After testing the...

Persistent link: https://www.econbiz.de/10010729645

The effect of Teach for America on the distribution of student achievement in primary school: Evidence from a randomized experiment

Antecol, Heather; Eren, Ozkan; Ozbeklik, Serkan - In: Economics of Education Review 37 (2013) C, pp. 113-125

Using data from a randomized experiment and fixed effect quantile regression (FEQR), we examine the effects of having a …

Persistent link: https://www.econbiz.de/10010729870

Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test

Lee, Cheng-Feng; Hu, Te-Chung; Li, Ping-Cheng; Tsong, … - In: Japan and the World Economy 28 (2013) C, pp. 72-84

Mixed results for unemployment dynamics are reported in many studies using linear or non-linear unit root tests. A possible explanation is that the literature focuses on the average behavior of unemployment and assumes that the speed of adjustment towards its long-run equilibrium is constant,...

Persistent link: https://www.econbiz.de/10010730195

Waiting times and socioeconomic status: Does sample selection matter?

Sharma, Anurag; Siciliani, Luigi; Harris, Anthony - In: Economic Modelling 33 (2013) C, pp. 659-667

An increasing amount of empirical evidence suggests that patients with higher socioeconomic status wait less within publicly-funded hospitals to receive non-emergency (elective) surgery. Using data from Australia, we investigate the extent to which such gradient can be explained by sample...

Persistent link: https://www.econbiz.de/10010738010

A New Forecasting Model for USD/CNY Exchange Rate

Cai, Zongwu; Chen, Linna; Fang, Ying - 2013

is computed by employing nonparametric conditional quantile regression. Our method outperforms other popular models in …

Persistent link: https://www.econbiz.de/10010892081

Herd behavior in world stock markets: Evidence from quantile regression analysis

ÇELİK, Sibel - In: Iktisat Isletme ve Finans 28 (2013) 329, pp. 75-96

, Hong Kong and Mexico by applying quantile regression analysis. In addition, we find that investor herding is present in the …

Persistent link: https://www.econbiz.de/10010894783

The public–private test score gap in Brazil

Oliveira, Pedro Rodrigues de; Belluzzo, Walter; … - In: Economics of Education Review 35 (2013) C, pp. 120-133

Brazil. Quantile regression methods are used to obtain a characterization of the conditional distribution of scores, which is …

Persistent link: https://www.econbiz.de/10010869461

Heterogeneous effect of high-tech industrial R&D spending on economic growth

Wang, David Han-Min; Yu, Tiffany Hui-Kuang; Liu, Hong-Quan - In: Journal of Business Research 66 (2013) 10, pp. 1990-1993

study adopts a quantile regression approach to explore the marginal effect of R&D expenditures in the high-tech sector …

Persistent link: https://www.econbiz.de/10010869767

Variable selection in high-dimensional partially linear additive models for composite quantile regression

Guo, Jie; Tang, Manlai; Tian, Maozai; Zhu, Kai - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 56-67

A new estimation procedure based on the composite quantile regression is proposed for the semiparametric additive … penalty are considered, namely the composite quantile regression estimates and Lasso penalized composite quantile regression …

Persistent link: https://www.econbiz.de/10010871336

Two step composite quantile regression for single-index models

Jiang, Rong; Zhou, Zhan-Gong; Qian, Wei-Min; Chen, Yong - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 180-191

This paper is concerned with composite quantile regression for single-index models. Under mild conditions, we show that … the linear composite quantile regression offers a consistent estimate of the index parameter vector. With a root …-n consistent estimate of the index vector, the unknown link function can be estimated by local composite quantile regression. This …

Persistent link: https://www.econbiz.de/10010871471