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Estimating endogenous switching regression model with a flexible parametric distribution function : application to Korean housing demand
Choi, Pilsun; Min, Insik - In: Applied economics 41 (2009) 22/24, pp. 3045-3055
Persistent link: https://www.econbiz.de/10003895060
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The devil dwells in the tails : a quantile regression approach to firm growth
Reichstein, Toke; Dahl, Michael S.; Ebersberger, Bernd; … - In: Journal of evolutionary economics : JEE 20 (2010) 2, pp. 219-231
Persistent link: https://www.econbiz.de/10003950995
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Do former athletes make better managers? : evidence from a partially adapative grouped-data regression model
Caudill, Steven B.; Long, James Edgar - In: Empirical economics : a journal of the Institute for … 39 (2010) 1, pp. 275-290
Persistent link: https://www.econbiz.de/10003992911
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Risk margin quantile function via parametric and non-parametric Bayesian approaches
Dong, Alice X. D.; Chan, Jennifer S. K.; Peters, Gareth W. - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 503-550
Persistent link: https://www.econbiz.de/10011397246
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Predictable return distributions
Pedersen, Thomas Q. - In: Journal of forecasting 34 (2015) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10011305289
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A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9/10, pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
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Estimating state-price densities with nonparametric regression
Huynh, Kim; Kervella, Pierre; Zheng, Jun - 2002
Persistent link: https://www.econbiz.de/10009624851
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10009627286
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Analysing the return distribution of Australian stocks : the CAPM, factor models and quantile regressions
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: Global business & economics review 15 (2013) 1, pp. 88-109
Persistent link: https://www.econbiz.de/10009708736
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The structure and degree of dependence : a quantile regression approach
Baur, Dirk G. - In: Journal of banking & finance 37 (2013) 3, pp. 786-798
Persistent link: https://www.econbiz.de/10009708741