Search Results - subject:"quantile regression."

Growth-at-risk: Bayesian Approach

Szabo, Milan - 2020

Persistent link: https://www.econbiz.de/10012493126

Vulnerable growth : a revisit

Lee, Nam Gang - 2020

Persistent link: https://www.econbiz.de/10012547009

Selection into employment and the gender wage gap across the distribution and over time

Gallego Granados, Patricia; Wrohlich, Katharina - 2020 - This version Jan 1, 2020

Using quantile regression methods, this paper analyses the gender wage gap across the wage distribution and over time …

Persistent link: https://www.econbiz.de/10012600177

Investor-herding and risk-profiles : a State-Space model-based assessment

Nath, Harminder B.; Brooks, Robert - 2020

Persistent link: https://www.econbiz.de/10012606907

Capital flows in risky times : risk-on/risk-off and emerging market tail risk

Chari, Anusha; Stedman, Karlye Dilts; Lundblad, Christian - 2020

Persistent link: https://www.econbiz.de/10012498954

Finding Nemo: predicting movie performances by machine learning methods

Kim, Jong-Min; Xia, Leixin; Kim, Iksuk; Lee, Seungjoo; … - In: Journal of risk and financial management : JRFM 13 (2020) 5/93, pp. 1-12

forecasting the return on investment (ROI). We also attempt to compare machine learning methods including the quantile regression …

Persistent link: https://www.econbiz.de/10012304867

New methods for timely estimates : nowcasting euro area GDP growth using quantile regression

Mazzi, Gian Luigi; Mitchell, James - Europäische Kommission / Statistisches Amt - 2020 - 2020 edition

Persistent link: https://www.econbiz.de/10012258727

Investigating the factors shaping residential energy consumption patterns in France : evidence form quantile regression

Belaid, Fateh; BenYoussef, Adel; Omrani, Nessrine - In: European journal of comparative economics 17 (2020) 1, pp. 127-151

the consumption of residential energy in dwellings and apply a bottom-up statistical approach. Our quantile regression …

Persistent link: https://www.econbiz.de/10012259876

Executives' short-term and long-term incentives - a distributional analysis

Haylock, Michael Robert - 2020

-pay relation using method of moments-quantile regression, developed by Machado and Santos Silva (2019), which accounts for time …

Persistent link: https://www.econbiz.de/10012179255

Robust estimation of wage dispersion with censored data: an application to occupational earnings risk and risk attitudes

Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - 2020

We present a semiparametric method to estimate group-level dispersion, which is particularly effective in the presence of censored data. We apply this procedure to obtain measures of occupation-specific wage dispersion using top-coded administrative wage data from the German IAB Employment...

Persistent link: https://www.econbiz.de/10012293101