communicated to the policy community. We compare the results from quantile regression and ordinal regression models. The two …

quantile regression model and compare its results with the ones provided by conventional models (least squares and fixed …

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 …

semiparametric binary quantile regression models. Our results suggest that it is important to account for very general forms of …

that is superior to the Metropolis algorithm that is used in previous studies on Bayesian binary quantile regression. Both … other methods. Moreover, as the base model is binary quantile regression, a much more detailed insight in the effects of the … covariates is provided by the approach. An implementation of the lasso procedure for binary quantile regression models is …

Enterprises observed between 1994 and 2004, our empirical estimates of quantile regression models confirm the evidence of … declining quantile regression coefficients for small–medium firms (20–199 employees) mainly in the right-most quantiles, and for …

Our study investigates the market-wide herding behavior in the U.S. equity REIT market. Utilizing the quantile … regression method, we find that herding is more likely to be present in the high quantiles of the REIT return dispersion. This …

The spatial quantile regression model is a useful and flexible model for analysis of empirical problems with spatial …