Narrow search
Showing 1 - 10 of 8,543
Cover Image
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Cover Image
Heterogeneous impact of soil contamination on farmland prices in the Belgian campine region : evidence from unconditional quantile regressions
Peeters, Ludo; Schreurs, Eloi; Van Passel, Steven - In: Environmental & resource economics : the official … 66 (2017) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10011743385
Cover Image
Estimating the liaison between unemployment and GDP beyond the mean of the distribution
Aamir Khan, Muhammad; Rasheed, Mamoona; Hanif, Muhammad - In: Journal of economics and business research 20 (2014) 1, pp. 161-172
Persistent link: https://www.econbiz.de/10010440784
Cover Image
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin; Renwick, Alan; Greig, Bruce - In: Applied economics 51 (2019) 43, pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Cover Image
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca; Viroli, Cinzia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Cover Image
Risk measures in a quantile regression credibility framework with Fama/French data applications
Pitselis, Georgios - In: Insurance / Mathematics & economics 74 (2017), pp. 122-134
Persistent link: https://www.econbiz.de/10011712415
Cover Image
Spillover effect of the minimum wage in France : an unconditionalquantile regression
Aeberhardt, Romain; Givord, Pauline; Marbot, Claire - 2016
Persistent link: https://www.econbiz.de/10011855120
Cover Image
Assessing tail risk using expectile regressions with partially varying coefficients
Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2018
Persistent link: https://www.econbiz.de/10011965749
Cover Image
The contribution of human capital variables to changes in the wage distribution function
Ghosh, Pallab Kumar - In: Labour economics : official journal of the European … 28 (2014), pp. 58-69
Persistent link: https://www.econbiz.de/10010481250
Cover Image
Multivariate frequency-severity regression models in insurance
Frees, Edward W.; Lee, Gee; Yang, Lu - In: Risks : open access journal 4 (2016) 1, pp. 1-36
In insurance and related industries including healthcare, it is common to have several outcome measures that the analyst wishes to understand using explanatory variables. For example, in automobile insurance, an accident may result in payments for damage to one's own vehicle, damage to another...
Persistent link: https://www.econbiz.de/10011443697