Search Results - subject:"quantile regression"

Computing regression quantiles to analysis the relationship between market behavior and political risk

Wang, Yi-Hsien; Hung, Jui-Cheng; Lee, Yen-Hsien; … - In: Quality & Quantity: International Journal of Methodology 46 (2012) 4, pp. 1047-1055

Persistent link: https://www.econbiz.de/10010556981

Bayesian analysis of quantile regression for censored dynamic panel data

Kobayashi, Genya; Kozumi, Hideo - In: Computational Statistics 27 (2012) 2, pp. 359-380

Persistent link: https://www.econbiz.de/10010558263

Modelling work history patterns in the Italian labour market

Fabrizi, Elena; Farcomeni, Alessio; Gatta, Valerio - In: Statistical Methods and Applications 21 (2012) 2, pp. 227-247

Persistent link: https://www.econbiz.de/10010558291

Weighted composite quantile estimation and variable selection method for censored regression model

Tang, Linjun; Zhou, Zhangong; Wu, Changchun - In: Statistics & Probability Letters 82 (2012) 3, pp. 653-663

This paper considers the weighted composite quantile (WCQ) regression for linear model with random censoring. The adaptive penalized procedure for variable selection in this model is proposed, and the consistency, asymptotic normality and oracle property of the resulting estimators are also...

Persistent link: https://www.econbiz.de/10010571788

On latent process models in multi-dimensional space

Shang, Zuofeng - In: Statistics & Probability Letters 82 (2012) 7, pp. 1259-1266

Latent process models have been widely applied to time series and spatial data which involve complex correlation structures. However, the existing approaches assume a known distributional property of the observations given the latent process. Furthermore, there seems to be no literature treating...

Persistent link: https://www.econbiz.de/10010571811

The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach

Tsai, I-Chun - In: Journal of International Financial Markets, … 22 (2012) 3, pp. 609-621

evidence from traditional ordinary least squares estimation is not favorable, the quantile regression model is adopted to …

Persistent link: https://www.econbiz.de/10010572110

The asymmetry of the New Keynesian Phillips Curve in the euro-area

Chortareas, Georgios; Magonis, George; Panagiotidis, … - In: Economics Letters 114 (2012) 2, pp. 161-163

Using a two-stage quantile regression framework, we uncover significant asymmetries across quantiles for all …

Persistent link: https://www.econbiz.de/10010572206

The effect of foreign aid on corruption: A quantile regression approach

Okada, Keisuke; Samreth, Sovannroeun - In: Economics Letters 115 (2012) 2, pp. 240-243

This paper investigates the effect of foreign aid on corruption using a quantile regression method. We show that …

Persistent link: https://www.econbiz.de/10010572237

A quantile regression analysis of the rebound effect: Evidence from the 2009 National Household Transportation Survey in the United States

Su, Qing - In: Energy Policy 45 (2012) C, pp. 368-377

This paper applies quantile regression method to measure the rebound effect and differentiate it with respect to demand … for mobility using the 2009 National Household Transportation Survey (NHTS). The quantile regression results indicate that … square miles travel more miles than those living in higher density areas. The quantile regression results also indicate that …

Persistent link: https://www.econbiz.de/10010572762

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients

Cai, Zongwu; Xiao, Zhijie - In: Journal of Econometrics 167 (2012) 2, pp. 413-425

We study quantile regression estimation for dynamic models with partially varying coefficients so that the values of …

Persistent link: https://www.econbiz.de/10010574075