Narrow search
Showing 1 - 10 of 2,095
Cover Image
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 236 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Cover Image
Network quantile autoregression
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, … - In: Journal of econometrics 212 (2019) 1, pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Cover Image
Quantile-regression-based clustering for panel data
Zhang, Yingying; Wang, Huixia; Zhu, Zhongyi - In: Journal of econometrics 213 (2019) 1, pp. 54-67
Persistent link: https://www.econbiz.de/10012304542
Cover Image
Quantiles via moments
Machado, José A. F.; Silva, João Santos - In: Journal of econometrics 213 (2019) 1, pp. 145-173
Persistent link: https://www.econbiz.de/10012304546
Cover Image
On the predictive risk in misspecified quantile regression
Giessing, Alexander; He, Xuming - In: Journal of econometrics 213 (2019) 1, pp. 235-260
Persistent link: https://www.econbiz.de/10012304550
Cover Image
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui; Lee, Ji Hyung - In: Journal of econometrics 213 (2019) 1, pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Cover Image
A quantile correlated random coefficients panel data model
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - In: Journal of econometrics 206 (2018) 2, pp. 305-335
Persistent link: https://www.econbiz.de/10012110390
Cover Image
Estimation of complier expected shortfall treatment effects with a binary instrumental variable
Wei, Bo; Tan, Kean Ming; He, Xuming - In: Journal of econometrics 238 (2024) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10015073859
Cover Image
GMM quantile regression
Firpo, Sergio; Galvao, Antonio Fialho <Jr.>; Pinto, … - In: Journal of econometrics 230 (2022) 2, pp. 432-452
Persistent link: https://www.econbiz.de/10013464059
Cover Image
Smoothed quantile regression with large-scale inference
He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin - In: Journal of econometrics 232 (2023) 2, pp. 367-388
Persistent link: https://www.econbiz.de/10014339967