This paper employs a conditional quantile regression approach to quantify the dynamics of depression among adolescents …) and employ a recently5developed instrumental variable approach for the estimation of dynamic quantile regression models …

We use a quantile regression framework to investigate the impact of changes in crude oil prices, natural gas prices …

censored quantile regression approach. Further, the endogeneity problem of RTAs in migration settlement is addressed by using … IV censored quantile regression (Chernozhukov and Hansen 2008). Our results suggest that the presence of a RTA stimulates …

adaptive Lasso based quantile regression in order to determine an active set of negative non-zero coefficients. Based on these …

We examine possible accuracy gains from using factor models, quantile regression and forecast averaging for computing … interval forecasts of electricity spot prices. We extend the Quantile Regression Averaging (QRA) approach of Nowotarski and … forecasting models available for averaging. We show that the resulting Factor Quantile Regression Averaging (FQRA) approach …

Western Europe. We demonstrate that a median quantile regression outperforms OLS given farm level data. The results suggest …

In this paper, we use the quantile regression technique together with the coexceedance, a contagion measure, to assess …