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Empirical likelihood for regression discontinuity design

Otsu, Taisuke; Xu, Ke-Li; Matsushita, Yukitoshi - In: Journal of econometrics 186 (2015) 1, pp. 94-112

Persistent link: https://www.econbiz.de/10011349543

Quantile methods for financial risk management

Schaumburg, Julia - 2013

This thesis develops new methods to assess two types of financial risk. Market risk is defined as the risk of losing money due to drops in the values of asset portfolios. Systemic risk refers to the breakdown risk for the financial system induced by the distress of individual companies. During...

Persistent link: https://www.econbiz.de/10009783478

Nonparametric quantile regression-based classifiers for bankruptcy forecasting

Lorca, Pedro; Landajo, Manuel; Andrés Suárez, Javier de - In: Journal of forecasting 33 (2014) 2, pp. 124-133

Persistent link: https://www.econbiz.de/10010424866

Regression kink with an unknown threshold

Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 228-240

Persistent link: https://www.econbiz.de/10011704181

Are box office revenues equally unpredictable for all movies? : evidence from a random forest-based model

Antipov, Evengy A.; Pokryshevskaya, Elena B. - In: Journal of revenue and pricing management 16 (2017) 3, pp. 295-307

Persistent link: https://www.econbiz.de/10011912835

Nonparametric inference for quantile cointegrations with stationary covariates

Tu, Yundong; Liang, Han-Ying; Wang, Qiying - In: Journal of econometrics 230 (2022) 2, pp. 453-482

Persistent link: https://www.econbiz.de/10013464076

Estimating density ratio of marginals to joint : applications to causal inference

Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 467-481

Persistent link: https://www.econbiz.de/10014448247

Alternative estimator for industrial gender wage gaps : a normalized regression approach

Yun, Myeong-Su; Lin, Eric S. - In: Pacific economic review 20 (2015) 4, pp. 569-587

Persistent link: https://www.econbiz.de/10011396634

On the identification of the censored regression model with a stochastic and unobserved treshold

Ridder, Geert; Montfort, Kees van - 1998

We show that a sufficient condition for the identification ofall parameters of the censored regression model with …

Persistent link: https://www.econbiz.de/10011283468

A simple estimator for binary choice models with endogenous regressors

Dong, Yingying; Lewbel, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 82-105

Persistent link: https://www.econbiz.de/10011373308