Search Results - subject:"quantile regression."

Open innovation and business model of health food industry in Asia

Uttama, Nathapornpan Piyaareekul - In: Journal of Open Innovation: Technology, Market, and … 7 (2021) 3, pp. 1-18

the period 2006-2020 and a panel quantile regression technique with non-additive fixed effects. The results reveal that …

Persistent link: https://www.econbiz.de/10012620678

An empirical characterization of volatility dynamics in the DAX

Virla, Leonardo Quero - 2021

, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model …

Persistent link: https://www.econbiz.de/10012643577

Does economic growth, international trade and urbanization uphold environmental sustainability in sub-Saharan Africa? Insights from quantile and causality procedures

Iheonu, Chimere Okechukwu; Anyanwu, Ogochukwu C.; Odo, … - 2021

current study enriches the existing literature by employing the panel quantile regression analysis to account for existing …

Persistent link: https://www.econbiz.de/10012652964

The Use of Quantile Methods in Economic History

Clarke, Damian; Llorca-Jaña, Manuel; Pailañir, Daniel - 2021

Quantile regression and quantile treatment effect methods are powerful econometric tools for considering economic … quantile regression for use in research in economic history, review recent quantitive literature in the field, and provide an … and productively apply quantile regression methods. …

Persistent link: https://www.econbiz.de/10012658238

The time-varying evolution of inflation risks

Korobilis, Dimitris; Landau, Bettina; Musso, Alberto; … - 2021

This paper develops a Bayesian quantile regression model with time-varying parameters (TVPs) for forecasting in ation … in ation with the ability of quantile regression to model exibly the whole distribution of in ation. In order to make our …-space form of the TVP quantile regression into an equivalent high-dimensional regression form. An application of this methodology …

Persistent link: https://www.econbiz.de/10012661628

Capital flows-at-risk: Push, pull and the role of policy

Eguren-Martin, Fernando; O'Neill, Cian; Sokol, Andrej; … - 2021

on the quantile regression methodology, allows for a separate role of push- and pull-type factors, and because it is …

Persistent link: https://www.econbiz.de/10012515459

Bank profitability in the Euro area: The asymmetric effects of common supervision

Avgeri, Ioanna; Dendramis, Yiannis; Louri, Helen - 2021

. We employ unconditional quantile regression analysis with panel data covering the period 2011-2017. Our main findings …

Persistent link: https://www.econbiz.de/10015070694

Debiased/double machine learning for instrumental variable quantile regressions

Chen, Jau-er; Huang, Chien-Hsun; Tien, Jia-Jyun - In: Econometrics 9 (2021) 2, pp. 1-18

high-dimensional controls in an instrumental variable quantile regression. Our proposed econometric procedure builds on the …

Persistent link: https://www.econbiz.de/10012696320

Quantile regression with generated regressors

Chen, Liqiong; Galvão Júnior, Antônio Fialho; Song, … - In: Econometrics 9 (2021) 2, pp. 1-35

This paper studies estimation and inference for linear quantile regression models with generated regressors. We suggest …

Persistent link: https://www.econbiz.de/10012696321

A financial risk meter for China

Wang, Ruting; Althof, Michael; Härdle, Wolfgang - 2021

This paper develops a new risk meter specifically for China - FRM@China - to detect systemic financial risk as well as tail-event (TE) dependencies among major financial institutions (FIs). Compared with the CBOE FIX VIX, which is currently the most popular financial risk measure, FRM@China has...

Persistent link: https://www.econbiz.de/10012745144