This paper studies the identification and estimation of weighted average derivatives of conditional location functionals including conditional mean and conditional quantiles in settings where either the outcome variable or a regressor is interval-valued. Building on Manski and Tamer (2002) who...

Composite indicators are increasingly important in country comparisons and in policy making. At the same time, the robustness of the results obtained and in particular of the rankings and the conclusions obtained from the analysis it is usually accepted with doubts. In this sense our proposal is...

Considering the inferior volatility tracking capability of the point-data-based models, we propose using the more informative price interval data and building interval regression models for volatility forecasting. To characterize the heterogeneity of the market and the nonlinearity of...