Search Results - subject:"quantile regression."

Credence Attributes’ Valuation and Price Dispersion: Quantile Regression vs. Stochastic Frontier – an Application to Health Claims in Yogurts

Bonanno, Alessandro; Costanigro, Marco; Bimbo, Francesco; … - Agricultural and Applied Economics Association - AAEA - 2014

the hedonic price literature: Quantile Regression (QR) and Stochastic Frontier Analysis (SFA). Results show that the …

Persistent link: https://www.econbiz.de/10011068871

Determinants of Child Malnutrition in Tanzania: a Quantile Regression Approach

Shiratori, Sakiko - Agricultural and Applied Economics Association - AAEA - 2014

Reducing child malnutrition is one of the most important development goals. This study adopts a quantile regression …

Persistent link: https://www.econbiz.de/10011069050

The persistence of firms' knowledge base: a quantile approach to Italian data

Colombelli, Alessandra; Quatraro, Francesco - HAL - 2014

structure of such properties within a quantile regression framework. The results suggest that the properties of knowledge are …

Persistent link: https://www.econbiz.de/10010933797

The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets

Karfakis, Costas; Panagiotidis, Theodore - 2014

This study examines first the effects of financial market turmoil in the fall of 2008 on the conditional correlations between three exchange rate returns (USD/EUR, JPY/USD, USD/GBP), and then the effects of quantitative easing programs and Greek debt crisis on the entire distribution of...

Persistent link: https://www.econbiz.de/10010937231

Purchase and Redemption Decisions of Mutual Fund Investors of Variable Life Insurance-Using Quantile Regression

Wang, Nan-Yu; Chen, Sen-Sung; Huang, Chih-Jen; Yen, … - In: International Journal of Economics and Financial Issues 4 (2014) 4, pp. 714-725

within different group investors by using Quantile regression, we found that insured investors have reflect better …

Persistent link: https://www.econbiz.de/10010938172

Bayesian Assessment of Dynamic Quantile Forecasts

Chen, Cathy W.S.; Gerlach, Richard; Lin, Edward M.H. - Business School, University of Sydney - 2014

Methods for Bayesian testing and assessment of dynamic quantile forecasts are proposed. Specifically, Bayes factor analogues of popular frequentist tests for independence of violations from, and for correct coverage of a time series of, quantile forecasts are developed. To evaluate the relevant...

Persistent link: https://www.econbiz.de/10010938730

Quantile Regression for Sports Economics

Leeds, Michael A. - In: International Journal of Sport Finance 9 (2014) 4, pp. 346-359

Quantile regression provides sports economists with a powerful research tool. Unlike least squares, it is not tied to …. Still, few sports economists use quantile regression, and, when used, it is frequently misinterpreted. This article provides … a user-friendly introduction to quantile regression that will stimulate its use in the sports economics literature. …

Persistent link: https://www.econbiz.de/10010941696

Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression

Jónsson, Tryggvi; Pinson, Pierre; Madsen, Henrik; … - In: Energies 7 (2014) 9, pp. 5523-5547

densities is presented: it includes: (i) a time-adaptive quantile regression model for the 5%–95% quantiles; and (ii) a …

Persistent link: https://www.econbiz.de/10011031422

Refining Our Understanding of Beta through Quantile Regressions

Atkins, Allen B.; Ng, Pin T. - In: Journal of Risk and Financial Management 7 (2014) 2, pp. 67-79

The Capital Asset Pricing Model (CAPM) has been a key theory in financial economics since the 1960s. One of its main contributions is to attempt to identify how the risk of a particular stock is related to the risk of the overall stock market using the risk measure Beta. If the relationship...

Persistent link: https://www.econbiz.de/10011031458

Refining our understanding of beta through quantile regressions

Atkins, Allen B.; Ng, Pin T. - In: Journal of Risk and Financial Management 7 (2014) 2, pp. 67-79

Persistent link: https://www.econbiz.de/10011843244