Motivated by weak small-sample performance of the censored regression quantile estimator proposed by Powell (1986a …), two- and three-step estimation methods were introduced for estimation of the censored regression model under conditional …

Spanish Actuarial Climate Index (SACI). We attempt to explain the former through the latter using regression and quantile … regression models. Our main finding is that climate change, as measured by the SACI, explains these three dependent variables. We …

Using quantile regression and a rich cross section data set for German manufacturing plants this paper documents that …

The choice of a smoothing parameter or bandwidth is crucial when applying non- parametric regression estimators. In … nonparametric mean regression various meth- ods for bandwidth selection exists. But in nonparametric quantile regression band- width … local linear quantile regression based on cross-validation and local likeli- hood estimation is used. …

associated extreme quantile dependence usinglinear and non linear quantile regression approach. Our goal in this paper is … todemonstrate that the relationship between the volatility and market return as quantifiedby Ordinary Least Square (OLS) regression … between price and volatility. In the empiricalanalysis we compare the results from linear quantile regression (LQR) and …