Search Results - subject:"quantile regression."

Causal random forests model using instrumental variable quantile regression

Chen, Jau-er; Hsiang, Chen-Wei - In: Econometrics 7 (2019) 4, pp. 1-22

We propose an econometric procedure based mainly on the generalized random forests method. Not only does this process estimate the quantile treatment effect nonparametrically, but our procedure yields a measure of variable importance in terms of heterogeneity among control variables. We also...

Persistent link: https://www.econbiz.de/10012696264

The difference in the intraday return-volume relationships of spot and futures : a quantile regression approach

Lee, Jaeram; Lee, Geul; Ryu, Doojin - 2019

quantile regression analyses show that the widening effect of the spot trading volume on the distribution of spot returns …

Persistent link: https://www.econbiz.de/10011986884

Distributional changes in the gender wage gap in the post-apartheid South African labour market

Mosomi, Jacqueline - 2019

This paper investigates the evolution of the gender wage gap in South Africa, using the 1993-2015 Post-Apartheid Labour Market Series data set. The changes in the gap are heterogeneous across the wage distribution. There has been a substantial narrowing of the gap at the bottom of the...

Persistent link: https://www.econbiz.de/10011986917

Education and risk compensation in wages : a quantile regression approach

Vieira, José António Cabral; Constância, Carolina; … - 2019

This paper examines the effect of wage variation on individual wages. The results reveal that wage variation by educational classifications positively affects wages, while the skewness has a negative effect. As has been referred in previous literature on the issue, both results are consistent...

Persistent link: https://www.econbiz.de/10011993927

Economics and politics of the public-private wage gap (the case of Russia)

Gimpelʹson, Vladimir E.; Lukiyanova, Anna; Šarunina, A. V. - 2019

The paper explores the public-private wage gap in the Russian economy over time and along the whole wage distribution. Using the RLMS-HSE panel data set, we examine how gaps at various points of wage distribution changed from 2005 to 2015 and present decompositions of the gaps into components...

Persistent link: https://www.econbiz.de/10011995927

Do young innovative companies create more jobs? : evidence from Pakistani textile firms

Wadho, Waqar; Goedhuys, Micheline; Chaudhry, Azam - 2019

Persistent link: https://www.econbiz.de/10011975266

The part-time wage gap across the wage distribution

Gallego Granados, Patricia - 2019

-time wages have grown increasingly apart, leading to a substantial raw part-time wage penalty. Using quantile regression methods …

Persistent link: https://www.econbiz.de/10011977492

Dual regression

Spady, Richard Henry; Stouli, Sami - 2019

We propose dual regression as an alternative to the quantile regression process for the global estimation of … quantile regression process while avoiding the need for repairing the intersecting conditional quantile surfaces that quantile … regression often produces in practice. Our approach introduces a mathematical programming characterization of conditional …

Persistent link: https://www.econbiz.de/10011955439

Recentered influence functions in Stata : methods for analyzing the determinants of poverty and inequality

Rios-Avila, Fernando - 2019

Recentered influence functions (RIFs) are statistical tools popularized by Firpo, Fortin, and Lemieux (2009) for analyzing unconditional partial effects on quantiles in a regression analysis framework (unconditional quantile regressions). The flexibility and simplicity of these tools has opened...

Persistent link: https://www.econbiz.de/10011999073

Employment and performance effects of circular economy innovations

Horbach, Jens; Rammer, Christian - 2019

Circular economy (CE) describes an economic concept that aims at saving resources by minimizing the use of material and energy over the entire life-cycle or products, including repair, reuse and recycling. CE innovations help to realize the goals of a sustainable development and target both the...

Persistent link: https://www.econbiz.de/10011999582