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  • Search: subject:"regression quantile"
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Year of publication
Subject
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regression quantile 6 régression quantile 4 Value-at-Risk 3 Africa 2 Asymmetric 2 Bayesian hierarchical models 2 CAViaR model 2 GAMLSS 2 GARCH 2 Gender political inclusion 2 Kernel 2 MCMC 2 P-splines 2 Regression analysis 2 Regression quantile 2 Regressionsanalyse 2 Skew-Laplace distribution 2 croissance des entreprises 2 democracy 2 distributional regression quantile regression 2 environmental performance 2 errors-in-variables 2 hedonic pricing models 2 integration 2 linear regression 2 multilevel models 2 new EU member states 2 regression quantile method of moments 2 semiparametric model 2 territoire 2 value-at-risk 2 économie insulaires 2 Afrika 1 BODY MASS INDEX 1 Bayes-Statistik 1 Bayesian inference 1 Corse 1 Democracy 1 Demokratie 1 EU-Mitgliedschaft 1
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Online availability
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Free 18
Type of publication
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Book / Working Paper 18
Type of publication (narrower categories)
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Working Paper 6 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 10 Undetermined 8
Author
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Asongu, Simplice 2 Cappiello, Lorenzo 2 Chan, Nancy Y. C. 2 Chen, Cathy W.S. 2 Garsaa, Aziza 2 Gerlach, Richard 2 Gérard, Bruno 2 He, Xuming 2 Kadareja, Arjan 2 Klein, Nadja 2 Kneib, Thomas 2 Lang, Stefan 2 Levratto, Nadine 2 Liang, Hua 2 Manganelli, Simone 2 Ndour, Cheikh T. 2 Ngoungou, Judith C. M. 2 Razen, Alexander 2 Umlauf, Nikolaus 2 Boizot-Szantai, Christine 1 Brunauer, Wolfgang 1 Brunauer, Wolgang 1 Etile, Fabrice 1 Galbraith, John 1 Goh, Chuan 1 Kim, Tae-Hwan 1 Kouretas, George 1 Lee, Sokbae 1 Muller, Christophe 1 Tessier, Luc 1 Tessier, luc 1 Zarangas, Leonidas 1 Zernov, Serguei 1 Zinde-Walsh, Victoria 1
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Institution
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Business School, University of Sydney 2 HAL 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Department of Economics, University of Crete 1 Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 European Central Bank 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 University of Toronto, Department of Economics 1
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Published in...
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Working Papers / Business School, University of Sydney 2 Working Papers / HAL 2 AGDI Working Paper 1 AGDI working paper 1 CIRANO Working Papers 1 ECB Working Paper 1 EconomiX Working Papers 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 Working Paper Series / European Central Bank 1 Working Papers / Department of Economics, University of Crete 1 Working Papers / Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 1 Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1 Working Papers / University of Toronto, Department of Economics 1 Working papers in economics and statistics 1 cemmap working paper 1
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Source
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RePEc 12 EconStor 4 ECONIS (ZBW) 2
Showing 1 - 10 of 18
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The effects of gender political inclusion and democracy on environmental performance: evidence from the method of moments by quantile regression
Asongu, Simplice; Ndour, Cheikh T.; Ngoungou, Judith C. M. - 2023
Motivated by the difficulty of ensuring gender equality and the chaotic state of democracy, we analyze the effects of gender political inclusion and democracy on environmental policy performance. The study uses a panel of 45 African countries over the period 2012-2018 and employs the method of...
Persistent link: https://www.econbiz.de/10014549290
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The effects of gender political inclusion and democracy on environmental performance : evidence from the method of moments by quantile regression
Asongu, Simplice; Ndour, Cheikh T.; Ngoungou, Judith C. M. - 2023
Motivated by the difficulty of ensuring gender equality and the chaotic state of democracy, we analyze the effects of gender political inclusion and democracy on environmental policy performance. The study uses a panel of 45 African countries over the period 2012-2018 and employs the method of...
Persistent link: https://www.econbiz.de/10014368535
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Statistical Risk Analysis for Real Estate Collateral Valuation using Bayesian Distributional and Quantile Regression
Razen, Alexander; Brunauer, Wolfgang; Klein, Nadja; … - Institut für Finanzwissenschaft, Fakultät für … - 2014
The Basel II framework strictly defines the conditions under which financial institutions are authorized to accept real estate as collateral in order to decrease their credit risk. A widely used concept for its valuation is the hedonic approach. It assumes, that a property can be characterized...
Persistent link: https://www.econbiz.de/10010761742
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Statistical risk analysis for real estate collateral valuation using Bayesian distributional and quantile regression
Razen, Alexander; Brunauer, Wolgang; Klein, Nadja; … - 2014
The Basel II framework strictly defines the conditions under which financial institutions are authorized to accept real estate as collateral in order to decrease their credit risk. A widely used concept for its valuation is the hedonic approach. It assumes, that a property can be characterized...
Persistent link: https://www.econbiz.de/10010354740
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La Corse est-elle soluble dans le modèle méditerranéen ?
Levratto, Nadine; Garsaa, Aziza; Tessier, Luc - HAL - 2013
Ce texte propose une analyse comparée des trajectoires de croissance d'entreprises implantées d'une part en Corse, de l'autre dans les départements semblables du pourtour méditerranéen. A travers cette étude il s'agit de mettre en évidence la spécificité d'une économie insulaire au...
Persistent link: https://www.econbiz.de/10010821300
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La Corse est-elle soluble dans le modèle méditerranéen ? Une analyse à partir d’une régression quantile sur données d’entreprises en panel entre 2004 et 2010. Is the Corsican econo...
Levratto, Nadine; Tessier, luc; Garsaa, Aziza - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013
Ce texte propose une analyse comparée des trajectoires de croissance d’entreprises implantées d’une part en Corse, de l’autre dans les départements semblables du pourtour méditerranéen. A travers cette étude il s’agit de mettre en évidence la spécificité d’une économie...
Persistent link: https://www.econbiz.de/10010992408
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A Test for Endogeneity in Conditional Quantiles
Kim, Tae-Hwan; Muller, Christophe - HAL - 2013
In this paper, we develop a test to detect the presence of endogeneity in conditional quantiles. Our test is a Hausman-type test based on the distance between two estimators, of which one is consistent only under no endogeneity while the other is consistent regardless of the presence of...
Persistent link: https://www.econbiz.de/10010933896
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Le prix des aliments et la distribution de l’Indice de Masse Corporelle des Français
Boizot-Szantai, Christine; Etile, Fabrice - Département Sciences Sociales, Agriculture et … - 2009
Cet article étudie l’effet des prix de vingt-trois catégories d’aliments sur la distribution de l’indice de masse corporelle (IMC) de la population adulte française, à l’aide des données de scanner du panel de ménages TNS-WorldPanel. Les résultats de régressions quantiles...
Persistent link: https://www.econbiz.de/10011148886
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Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets
Gerlach, Richard; Chen, Cathy W.S.; Chan, Nancy Y. C. - Business School, University of Sydney - 2009
Recently, Bayesian solutions to the quantile regression problem, via the likeli-hood of a Skewed-Laplace distribution, have been proposed. These approaches are extended and applied to a family of dynamic conditional autoregressive quantile models. Popular Value at Risk models, used for risk...
Persistent link: https://www.econbiz.de/10010533715
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Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations
Goh, Chuan - University of Toronto, Department of Economics - 2009
) concerning the behaviour of estimated regression-quantile residuals. Simulation experiments illustrating the applicability of the …
Persistent link: https://www.econbiz.de/10008566421
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