Search Results - subject:"quantile regression."

Are Austrian returns to education falling over time?

Fersterer, Josef; Winter-Ebmer, Rudolf - 1999

especially returns to university education have fallen. If the focus is not on mean returns, but if we apply quantile regression …

Persistent link: https://www.econbiz.de/10011313940

Public Sector Pay Gaps and Skill Levels: a Cross-Country Comparison

Ghinetti, Paolo; Lucifora, Claudio - Dipartimento di Scienze Economiche e Metodi … - 2008

In this study, we investigate public-private pay determination using French, British and Italian micro data from the 2001 ECHP. We document that the distribution of wages is very different between public and private workers. As a result, the public pay premium varies as one moves up or down in...

Persistent link: https://www.econbiz.de/10005531042

Futures Market Sentiment and Institutional Investor Behavior in the Spot Market: The Emerging Market in Taiwan

Luo, Jin-Shuei; Li, Chun-An - In: Emerging Markets Finance and Trade 44 (2008) 2, pp. 70-86

This paper investigates whether and how futures market sentiment and stock market returns heterogeneously affect the trading activities of institutional investors in the spot market in Taiwan. Our empirical results suggest that foreign investors are net sellers whenever futures market sentiment...

Persistent link: https://www.econbiz.de/10005543942

Return forecasts and optimal portfolio construction: a quantile regression approach

Ma, Lingjie; Pohlman, Larry - In: The European Journal of Finance 14 (2008) 5, pp. 409-425

In finance there is growing interest in quantile regression with the particular focus on value at risk and copula … models. In this paper, we first present a general interpretation of quantile regression in the context of financial markets … substantially across quantiles of returns. Utilizing distributional information from quantile regression models, we propose two …

Persistent link: https://www.econbiz.de/10005438078

Analysis of wage differences between native and immigrant workers in Spain

Canal-Domínguez, Juan; Rodríguez-Gutiérrez, César - In: Spanish Economic Review 10 (2008) 2, pp. 109-134

Persistent link: https://www.econbiz.de/10005371337

Non-linearity in the determinants of capital structure: evidence from UK firms

Fattouh, Bassam; Harris, Laurence; Scaramozzino, Pasquale - In: Empirical Economics 34 (2008) 3, pp. 417-438

Persistent link: https://www.econbiz.de/10005382194

The absolute health income hypothesis revisited: a semiparametric quantile regression approach

Sun, Yiguo; Stengos, Thanasis - In: Empirical Economics 35 (2008) 2, pp. 395-412

Persistent link: https://www.econbiz.de/10005382462

Poverty in Kagera, Tanzania: Characteristics, Causes and Constraints

Litchfield, Julie; McGregor, Thomas - Poverty Research Unit, University of Sussex - 2008

This paper analyses the determinants of household welfare in the Northwest region of Tanzania using microlevel cross section data. Despite having gone through a series of structural adjustment programs in the late-1980s, Tanzania is still considered one of the poorest countries in Sub-Saharan...

Persistent link: https://www.econbiz.de/10004978242

University-educated Labor, R&D and Regional Export Performance

Gråsjö, Urban - In: International Regional Science Review 31 (2008) 3, pp. 211-256

The main purpose of the study in this paper is to establish to what extent accessibility to R&D and university-educated labor can explain regional export performance. This is done by estimating knowledge production functions, with total export value and number of high-valued exports in Swedish...

Persistent link: https://www.econbiz.de/10011147508

A Partially Linear Censored Quantile Regression Model for Unemployment Duration

Neocleous, Tereza; Portnoy, Stephen - Luxembourg Institute of Socio-Economic Research … - 2008

Censored Regression Quantile (CRQ) methods provide a powerful and flexible approach for the analysis of censored survival data when standard linear models are felt to be appropriate. In many cases however, greater flexibility is desired to go beyond the usual multiple regression paradigm. One...

Persistent link: https://www.econbiz.de/10005040007