Search Results - subject:"Conditional Quantile"

Nonparametric Estimates for Conditional Quantiles of Time Series

Franke, Jürgen; Mwita, Peter; Wang, Weining - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014

We consider the problem of estimating the conditional quantile of a time series fYtg at time t given covariates Xt …, where Xt can ei- ther exogenous variables or lagged variables of Yt . The conditional quantile is estimated by inverting a …

Persistent link: https://www.econbiz.de/10011118447

Linear double autoregression

Zhu, Qianqian; Zheng, Yao; Li, Guodong - In: Journal of econometrics 207 (2018) 1, pp. 162-174

Persistent link: https://www.econbiz.de/10012116135

Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach

Panagiotidis, Theodore; Pelloni, Gianluigi - Rimini Centre for Economic Analysis (RCEA) - 2013

This study revisits the sectoral shifts hypothesis for the US for the period 1948 to 2011. A quantile regression approach is employed in order to investigate the asymmetric nature of the relationship between sectoral employment and unemployment. Significant asymmetries emerge. Lilien’s...

Persistent link: https://www.econbiz.de/10010748426

Employment reallocation and unemployment revisited : a quantile regression approach

Panagiōtidēs, Theodōros; Pelloni, Gianluigi - 2013

Persistent link: https://www.econbiz.de/10011730966

Benchmarking regions: Estimating the counterfactual distribution of labor market outcomes

Fitzenberger, Bernd; Furdas, Marina - 2012

This paper develops and implements a new benchmarking approach for labor market regions. Based on panel data for regions, we use nonparametric matching techniques to account for observed labor market characteristics and for spatial proximity. As the benchmark, we estimate the counterfactual...

Persistent link: https://www.econbiz.de/10010308489