Search Results - subject:"quantile regression."

Essays on banks and taxation

Gawehn, Vanessa - 2020

Persistent link: https://www.econbiz.de/10012418299

Education gap and youth : a growing challenge in the MENA region

Rizk, Reham; Hawash, Ronia - 2020

Persistent link: https://www.econbiz.de/10012287330

Household debt: the role of income and business ownership in a small emerging country

Rivero, José Ignacio; Sanroman, Graciela - 2020

Persistent link: https://www.econbiz.de/10012631393

How does financial development impact economic growth in Pakistan? : new evidence from threshold model

Tariq, Rameez; Khan, Muhammad Arshad; Rahman, Abdul - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 161-173

Persistent link: https://www.econbiz.de/10012670638

Herding in fast moving consumer group sector : equity market asymmetry and crisis

Bharti, Bharti; Kumar, Ashish - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 39-49

Persistent link: https://www.econbiz.de/10012670774

Sparse quantile regression

Chen, Le-Yu; Lee, Sokbae - 2020

We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we …

Persistent link: https://www.econbiz.de/10012237157

Investor sentiment and herding behavior in the Korean stock market

Choi, Ki-hong; Yoon, Seong-min - In: International Journal of Financial Studies : open … 8 (2020) 2/34, pp. 1-14

Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the … occurs in low-trading volume and low-volatility periods. Second, according to the results of the quantile regression, herding … sentiment and herding behavior is analyzed through regression and quantile regression, and investor sentiment is confirmed to be …

Persistent link: https://www.econbiz.de/10012239465

Intergenerational transmission of economic success in Austria with a focus on migration and gender

Reiter, Daniel; Palz, Mario Thomas; Kreimer, Margareta - In: Journal for labour market research 54 (2020) 1/6, pp. 1-20

In this paper, we analyse the intergenerational transmission of economic success in Austria using the European Union Statistics on Income and Living Conditions 2011 dataset (EU-SILC 2011). Starting point of the investigation is a two-step estimation procedure, where we detect a significant...

Persistent link: https://www.econbiz.de/10012242302

Attention to the tail(s) : global financial conditions and exchange rate risks

Eguren-Martin, Fernando; Sokol, Andrej - 2020

consistently across a large panel of developed and emerging economies. Based on quantile regression results, we provide a …

Persistent link: https://www.econbiz.de/10012197839

Quantiles of the gain distribution of an early childhood intervention

Battistin, Erich; Lamarche, Carlos; Rettore, Enrico - 2020

We offer a new strategy to identify the distribution of treatment effects using data from the Infant Health and Development Program (IHDP), a relatively understudied early-childhood intervention for low birth-weight infants. We introduce a new policy parameter, QCD, which denotes quantiles of...

Persistent link: https://www.econbiz.de/10012198963