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A quantile regression analysis of the cross section of stock market returns

Barnes, Michelle L.; Hughes, Anthony W. - 2002

Persistent link: https://www.econbiz.de/10001819830

Under performers and over achievers : a quantile regression analysis of growth

Barreto, Raul A.; Hughes, Anthony W. - In: The economic record : er 80 (2004) 248, pp. 17-35

Persistent link: https://www.econbiz.de/10001999009

Finding optimal penalties for model selection in the linear regression model

King, Maxwell L.; Bose, Gopal K. - In: Computer-aided econometrics, (pp. 37-68). 2003

Persistent link: https://www.econbiz.de/10002594812

Deriving tests of the semi-linear regression model using the density function of a maximal invariant

Bhowmik, Jahar L.; King, Maxwell L. - 2005

Persistent link: https://www.econbiz.de/10003048208

Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density

Zhang, Xibin; King, Maxwell L.; Shang, Han Lin - 2011

We approximate the error density of a nonparametric regression model by a mixture of Gaussian densities with means being the individual error realizations and variance a constant parameter. We investigate the construction of a likelihood and posterior for bandwidth parameters under this...

Persistent link: https://www.econbiz.de/10009406374