Search Results - subject:"quantile regression."

Does corporate social responsibility lead to superior performance?

Liu, Shu-Bing; Kang, Hsin-Hong; Hsueh, Shun-Jen - In: Financial studies 22 (2018) 3, pp. 6-22

paper employs a quantile regression method to investigate the impact that engagement in corporate social responsibility (CSR …

Persistent link: https://www.econbiz.de/10011964955

Public versus private sector wage gap in Egypt : evidence from quantile regression on panel data

Tansel, Aysıt; Keskin, Halil Ibrahim; Ozdemir, Zeynel … - 2018

Persistent link: https://www.econbiz.de/10011981428

Informalidade e segmentação do mercado de trabalho brasileiro nos anos 2000 : uma decomposição quantílica de diferenciais de rendimentos

Maciel, Francieli Tonet; Hermeto, Ana Maria - In: Revista de economia contemporânea : publication of the … 22 (2018) 2, pp. 1-37

Persistent link: https://www.econbiz.de/10012181179

The impact of investments in R&D on firm performance : applications of quantile regression with instrumental variables

Rocha, Leonardo Andrade; Khan, Ahmad Saeed; Lima, … - In: Revista de economia contemporânea : publication of the … 22 (2018) 3, pp. 1-35

Persistent link: https://www.econbiz.de/10012181226

Essays in statistical estimation and a stochastic application to financial markets

Huang, Jing - 2018

Persistent link: https://www.econbiz.de/10012183865

Inflation dynamics in Uganda : a quantile regression approach

Anguyo, Francis Leni; Gupta, Rangan; Kotze, Kevin - 2018

Persistent link: https://www.econbiz.de/10012019446

Ex ante inequality of opportunity in health, decomposition and distributional analysis of biomarkers

Davillas, Apostolos; Jones, Andrew M. - 2018

We use a set of biomarkers to measure inequality of opportunity (IOp) in health in the UK. Applying a direct ex ante IOp approach, we find that inequalities in health attributed to circumstances account for a non-trivial part of the total health variation. For example, observed circumstances...

Persistent link: https://www.econbiz.de/10011925502

Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression

Allen, David E.; Singh, Abhay K.; Powell, Robert J.; … - 2013

associated extreme quantile dependence usinglinear and non linear quantile regression approach. Our goal in this paper is … between price and volatility. In the empiricalanalysis we compare the results from linear quantile regression (LQR) and … copulabased non linear quantile regression known as copula quantile regression (CQR).The discussion of the properties of the …

Persistent link: https://www.econbiz.de/10010326227

Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression

Allen, David E.; Singh, Abhay K.; Powell, Robert J.; … - Tinbergen Instituut - 2013

Persistent link: https://www.econbiz.de/10011256497

A stochastic EM algorithm for quantile and censored quantile regression models

Yang, Fengkai - In: Computational economics 52 (2018) 2, pp. 555-582

Persistent link: https://www.econbiz.de/10012053005