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U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?
Portugal, Pedro - Česká Národní Banka - 2007
The U.S. labor market has been experiencing unprecedented high average unemployment duration. The shift in the … unemployment duration distribution can be traced back to the early nineties. In this study, censored quantile regression methods … are employed to analyze the changes in the U.S. unemployment duration distribution. We explore the decomposition method …
Persistent link: https://www.econbiz.de/10005765479
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Partial linear quantile regression and bootstrap confidence bands
Härdle, Wolfgang Karl; Ritov, Ya'acov; Song, Song - 2010
In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf) for residuals. It is known that the approximation error...
Persistent link: https://www.econbiz.de/10010270724
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Inference for extremal conditional quantile models, with an application to market and birthweight risks
Chernozhukov, Victor; Fernández-Val, Iván - 2009
Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the impact of a set of regressors on the conditional distribution of an outcome. Extremal quantile regression, or quantile regression applied to the tails, is of interest in many...
Persistent link: https://www.econbiz.de/10010288297
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Has long become longer or short become shorter? Evidence from a censored quantile regression analysis of the changes in the distribution of U.S. unemployment duration
Guimarães, Juliana - Econometric Society - 2004
There is conflicting evidence regarding the recent evolution of unemployment duration in the U.S. In this study we rely … on censored quantile regression methods to analyze the changes in the US unemployment duration distribution. We employed … the covariate distribution and by the conditional distribution and adapted it to a duration analysis framework.The data …
Persistent link: https://www.econbiz.de/10005699588
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Quantile regression with panel data
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2015
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section 2.6). We show that panel data allows the...
Persistent link: https://www.econbiz.de/10010494997
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A quantile correlated random coefficients panel data model
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2016
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section 2.6). We show that panel data allows the...
Persistent link: https://www.econbiz.de/10011524832
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Tie the straps : uniform bootstrap con fidence bands for bounded influence curve estimators
Härdle, Wolfgang; Ritov, Ya'acov; Wang, Weining - 2013
We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of "coupling" bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10010195959
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Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables
Stacy, Brian - 2014
This paper examines the effect of measurement error in the dependent variable on quantile regression, because unlike OLS regression, even classical measurement error can generate bias. I examine the pattern and size of the bias using both simulation and an empirical example. The simulations...
Persistent link: https://www.econbiz.de/10010435340
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Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables
Stacy, Brian - Deutsche Zentralbibliothek für … - 2014
This paper examines the effect of measurement error in the dependent variable on quantile regression, because unlike OLS regression, even classical measurement error can generate bias. I examine the pattern and size of the bias using both simulation and an empirical example. The simulations...
Persistent link: https://www.econbiz.de/10011095681
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Left with bias? : quantile regression with measurement error in left hand side variables ; preprint
Stacy, Brian - 2014
This paper examines the effect of measurement error in the dependent variable on quantile regression, because unlike OLS regression, even classical measurement error can generate bias. I examine the pattern and size of the bias using both simulation and an empirical example. The simulations...
Persistent link: https://www.econbiz.de/10010439168