Search Results - subject:"quantile regression."

Are Austrian Returns to Education Falling Over Time?

Fersterer, Josef; Winter-Ebmer, Rudolf - Institute for the Study of Labor (IZA) - 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/10005822824

A Quantile Regression Approach to Generating Prediction Intervals

Taylor, James W.; Bunn, Derek W. - In: Management Science 45 (1999) 2, pp. 225-237

applies quantile regression to the empirical fit errors to produce forecast error quantile models. These models are functions …

Persistent link: https://www.econbiz.de/10009191243

Recent advances in quantile regression models : a practical guideline for empirical research

Buchinsky, Moshe - In: Journal of human resources : JHR 33 (1998) 1, pp. 88-126

Persistent link: https://www.econbiz.de/10001337493

Headlights on tobacco road to low birthweight outcomes - Evidence from a battery of quantile regression estimators and a heterogeneous panelCreation-Date: 20080508

Bache, Stefan Holst; Dahl, Christian M.; Tang, Johannes - School of Economics and Management, University of Aarhus

birthweight outcomes with focus on quantile regression approaches. The estimations are based on a very detailed and extensive data …

Persistent link: https://www.econbiz.de/10005440073

Determinants of Household Income: A Quantile Regression Approach for Four Rice-Producing Areas in the Philippines

Pede, Valerien O.; Luis, Joyce S.; Paris, Thelma R.; … - In: Asian Journal of Agriculture and Development 09, 2

Philippines. A quantile regression approach was applied on cross-section data obtained from 656 farming households across four … provinces. Determinants of household income were examined using an ordinary quantile regression approach, which, unlike … conditional mean regression, allows parameter variation across income quantiles. The quantile regression approach also enables the …

Persistent link: https://www.econbiz.de/10011200573

Job seeker's allowance in Great Britain: How does the regional labour market affect the duration until job finding?

Ball, Philip; Wilke, Ralf - School of Economics, University of Nottingham

labour market characteristics. From a methodological point of view, we adopt a flexible censored quantile regression approach … point of view, we adopt a exible censored quantile regression approach to estimating conditional re-employment hazards. Our … recipients, while remote regions like the Shetland islands perform among the best. Keywords: bene t duration, quantile regression …

Persistent link: https://www.econbiz.de/10004964250

Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan

Mizen, Paul; Kim, Tae-Hwan; Thanaset, Alan - Centre for Finance, Credit and Macroeconomics (CFCM), …

Support for the Taylor principle is considerable but the focus of empirical investigation has been on estimated coefficients at the mean of the interest rate distribution. We offer a new approach that estimates the response of interest rates to inflation and that output gap at various points...

Persistent link: https://www.econbiz.de/10008862661

Applying CoV aR to Measure Systemic Market Risk: the Colombian Case

Arias, Mauricio; Mendoza, Juan Carlos; Pérez-Reyna, David - Banco de la Republica de Colombia

In Colombia, the exposition to market risk has increased significantly since 2009. Nonetheless, the risk codependence among agents has not been analyzed yet from the perspective of this risk. Therefore, this paper presents an approach to estimate such relevance based on CoVaR and quantile...

Persistent link: https://www.econbiz.de/10008459021