Search Results - subject:"quantile regression"

Volatility forecasting of exchange rate by quantile regression

Huang, Alex YiHou; Peng, Sheng-Pen; Li, Fangjhy; Ke, … - In: International Review of Economics & Finance 20 (2011) 4, pp. 591-606

functions themselves vary with time. Quantile regression allows one to predict the volatility of time series without assuming an … quantile regression utilizing a uniformly spaced series of estimated quantiles. Based on empirical evidence of nine exchange …

Persistent link: https://www.econbiz.de/10009194691

Demographic, Residential, and Socioeconomic Effects on the Distribution of the Statures of Whites in the Nineteenth-Century U.S.

CARSON, SCOTT - In: Mathematical Population Studies 18 (2011) 1, pp. 1-17

Nineteenth-century U.S. state prison records contain information on European-American stature. The most commonly mentioned reasons for stature variation were diets, disease, and work effort. The statures of whites were positively associated with direct sunlight. Stature and insolation were...

Persistent link: https://www.econbiz.de/10009205485

Cross-distributional robustness of conditional weekday effects: evidence from European equity-index returns

Hogholm, Kenneth; Knif, Johan; Pynnonen, Seppo - In: The European Journal of Finance 17 (2011) 5-6, pp. 377-390

The paper re-examines the issue of the robustness of the weekday effect. Specifically, by utilizing a quantile … regression approach, the homogeneity of observed day-of-the-week anomalies is monitored and tested over different parts of the …

Persistent link: https://www.econbiz.de/10009213930

Determinants of Regional Economic Growth by Quantile

regstdpo-Cuaresma, Jesus; Foster, Neil; Stehrer, Robert - In: Regional Studies 45 (2011) 6, pp. 809-826

. The robustness of growth determinants across European Union regions is analysed using quantile regression. Using Bayesian … model averaging (BMA) on the class of quantile regression models, it is proposed that the set of relevant covariates is …

Persistent link: https://www.econbiz.de/10009224316

Firm Growth in the Retail and Wholesale Trade Sectors – Evidence from Sweden

Daunfeldt, Sven-Olov; Lang, Åsa; Macuchova, Zuzana; … - Handelns Utredningsinstitut (HUI Research) - 2011

period 1998- 2004, we analyze a sample of 400 limited companies using quantile regression techniques. Our results indicate …

Persistent link: https://www.econbiz.de/10009225859

Explaining the Gender Wage Gap in Turkey Using the Wage Structure Survey

Aktas, Arda; Uysal, Gokce - Bahçeşehir Üniversitesi Ekonomik ve Toplumsal … - 2011

wage distribution. Using the quantile regression method, we discuss how the labor market returns differ along the wage …

Persistent link: https://www.econbiz.de/10010543394

Factores determinantes de la demanda eléctrica de los hogares en España: una aproximación mediante regresión cuantílica/Determinants of Household Electricity Demand in Spain: An Ap...

MEDINA, EVA; VICÉNS, JOSÉ - In: Estudios de Economía Aplicada 29 (2011) Agosto, pp. 515-538

Spain, an econometric model of electricity demand is estimated using the methodology of quantile regression, which is a more …

Persistent link: https://www.econbiz.de/10009293441

Press Pass: Payoffs to Media Exposure Among National Football League (NFL) Wide Receivers

Treme, Julianne; Allen, Samuel K. - In: Journal of Sports Economics 12 (2011) 3, pp. 370-390

The authors examine Wide Receivers drafted into the National Football League (NFL) to test competing superstar theories related to both talent and popularity. The authors use player performance variables and media exposure in the popular press prior to the draft to explore whether talent and...

Persistent link: https://www.econbiz.de/10009294530

The distributive Effects of Education: An Unconditional Quantile Regression Approach

Alejo, Javier; Gabrielli, María Florencia; Escudero, … - Facultad de Ciencias Económicas, Universidad Nacional … - 2011

En este trabajo utilizamos los más recientes métodos de regresión no condicionada por cuantiles (RNCQ) para estudiar los efectos distributivos de la educación en Argentina. Los métodos estándar se centran, por lo general, en efectos promedio o estudian los efectos distributivos ya sea...

Persistent link: https://www.econbiz.de/10010611966

Heterogeneous effects of different factors on global ICT adoption

Yu, Tiffany Hui-Kuang - In: Journal of Business Research 64 (2011) 11, pp. 1169-1173

on the mean, this study applies quantile regression to examine the heterogeneous effects of various factors on global ICT …

Persistent link: https://www.econbiz.de/10010573719