Search Results - subject:"quantile regression."

Specification testing in nonparametric instrumental quantile regression

Breunig, Christoph - 2016

. Under these conditions the nonseparable model is equivalent to an instrumental quantile regression model. A failure of the … key conditions, however, makes instrumental quantile regression potentially inconsistent. This paper develops a … methodology for testing the hypothesis whether the instrumental quantile regression model is correctly speci ed. Our test …

Persistent link: https://www.econbiz.de/10011530072

The role of institutional environment in international trade : the case of Spanish regions

Márquez-Ramos, Laura - In: Region : the journal of ERSA 3 (2016) 2, pp. 125-140

We move beyond the nation-state as the unit of analysis and use subnational spatial variation to study the effect of the institutional environment on international trade. Additionally, we address the heterogeneous effect of trade agreements on different regions within a country. Employing a...

Persistent link: https://www.econbiz.de/10011614253

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2016

Persistent link: https://www.econbiz.de/10011654574

Time varying quantile Lasso

Zbonakova, Lenka; Härdle, Wolfgang; Wang, Weining - 2016

operator (Lasso) method proposed by Tibshirani (1996) and extended into quantile regression context by Li and Zhu (2008). The …

Persistent link: https://www.econbiz.de/10011557306

Distributional price effects of rent controls in Berlin : when expectation meets reality

Thomschke, Lorenz - 2016 - This version: November 1, 2016

An enormous increase of initial rents in many German cities over the last decade has prompted the current grand coalition to implement a new rent control called "Mietpreisbremse" in 2015 (literally a brake on rental prices). This reform aims to stop exploding rents and to provide particularly...

Persistent link: https://www.econbiz.de/10011557784

Testing the convergence hypothesis for OECD countries : a reappraisal

Gadea, María Dolores; Sanz-Villarroya, Isabel - 2016

This paper reviews the results of a number of empirical studies of convergence among the OECD countries and discusses some limitations of these works. Moreover, the paper tries to deal with these limitations by presenting a new and more appropriate methodology: quantile regressions. The results...

Persistent link: https://www.econbiz.de/10011558657

Extreme dependence between crude oil and stock markets in Asia-Pacific regions : evidence from quantile regression

Zhu, Huiming; Huang, Hui; Peng, Cheng; Yang, Yan - 2016

market by applying the quantile regression theory and using daily data from January 4th, 2000 to July 4th, 2016. The authors …

Persistent link: https://www.econbiz.de/10011561029

Education curriculum and student achievement : theory and evidence

Andrietti, Vincenzo; Su, Xuejuan - 2016

This paper proposes a theory of education curriculum and analyzes its distributional impact on student learning outcomes. Different curricula represent horizontal differentiation in the education technology, thus a curriculum change has distributional effects across students. We test the model...

Persistent link: https://www.econbiz.de/10011473278

Corporate governance characteristics and valuation : inferences from quantile regression

Shawtari, Fekri; Milad Abdelnabi Salem; Hafezali Iqbal … - In: Journal of economics, finance & administrative science 21 (2016) 41, pp. 81-88

the estimated relationship. Therefore, quantile regression estimates the relationship at any point conditional on the … on performance using quantile regression so as to compare and to shed light on whether there is heterogeneity in the …

Persistent link: https://www.econbiz.de/10011875189

Estimation of counterfactual distributions with a continuous endogenous treatment

Pereda Fernández, Santiago - 2016

Persistent link: https://www.econbiz.de/10011939993