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A quantile regression analysis on corporate governance and the cost of bank loans : a research note

Chi, Wuchun; Huang, Huichi; Xie, Hong - In: Review of accounting & finance 14 (2015) 1, pp. 2-19

Persistent link: https://www.econbiz.de/10010518784

A hybrid seasonal autoregressive integrated moving average and quantile regression for daily food sales forecasting

Arunraj, Nari Sivanandam; Ahrens, Diane - In: International journal of production economics 170 (2015), pp. 321-335

Persistent link: https://www.econbiz.de/10011421909

A test of the conditional independence assumption in sample selection models

Huber, Martin; Melly, Blaise - In: Journal of applied econometrics 30 (2015) 7, pp. 1144-1168

Persistent link: https://www.econbiz.de/10011431744

On the equivalence of instrumental variables estimators for linear models

Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel - In: Economics letters 134 (2015), pp. 13-15

Persistent link: https://www.econbiz.de/10011432131

Bias-corrected quantile regression estimation of censored regression models

Čížek, Pavel; Sadikoglu, Serhan - 2014

Persistent link: https://www.econbiz.de/10011284539

Identification and estimation of partially linear censored regression models with unknown heteroscedasticity

Zhang, Zhengyu; Liu, Bing - In: The econometrics journal 18 (2015) 2, pp. 242-273

Persistent link: https://www.econbiz.de/10011378496

Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions

Lee, Wei-Ming; Hsu, Yu-Chin; Kuan, Chung-ming - In: The econometrics journal 18 (2015) 1, pp. 95-116

Persistent link: https://www.econbiz.de/10011345990

What differences a day can make : quantile regression estimates of the distribution of daily learning gains

Hayes, Michael S.; Gershenson, Seth - 2015

Recent research exploits a variety of natural experiments that create exogenous variation in annual school days to estimate the average effect of formal schooling on students' academic achievement. However, the extant literature's focus on average effects masks potentially important variation in...

Persistent link: https://www.econbiz.de/10011317634

Risk-parameter estimation in volatility models

Francq, Christian; Zakoïan, Jean-Michel - In: Journal of econometrics 184 (2015) 1, pp. 158-173

Persistent link: https://www.econbiz.de/10011326796

Value at risk estimation by quantile regression and kernel estimator

Huang, Alex - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 225-251

Persistent link: https://www.econbiz.de/10009774455

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