This paper proposes a method to calculate undistributed profits, thus saving rates of non-financial firms using only the information given in their balance sheets. This allows us to analyze the saving behavior of non-financial firms even in the absence of their statement of cash flows, which...

This paper proposes a method to calculate undistributed profits, thus saving rates of non-financial firms using only the information given in their balance sheets. This allows us to analyze the saving behavior of non-financial firms even in the absence of their statement of cash flows, which...

In the present paper we study the dynamics of penalization parameter ? of the least absolute shrinkage and selection operator (Lasso) method proposed by Tibshirani (1996) and extended into quantile regression context by Li and Zhu (2008). The dynamic behaviour of the parameter ? can be observed...

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section 2.6). We show that panel data allows the...

This study investigates the factors that may influence the obesity in Turkey which is a developing country by implementing Quantile Regression (QR) methodology. The control factors that we consider are education, labor market outcomes, household income, age, gender, region and marital status....

This study uses panel data for Australia from the HILDA Survey to estimate the wage differential between workers in temporary jobs and workers in permanent jobs. Specifically, unconditional quantile regression methods with fixed effects are used to examine how this gap varies over the entire...

Regarding the asymmetric and leptokurtic behavior of financial data, we propose a new contagion test in the quantile regression framework that is robust to model misspecification. Unlike conventional correlation-based tests, the proposed quantile contagion test allows us to investigate the stock...

In this paper, we decompose body mass index (BMI) differences between Turkish immigrants and Germans in West Germany for women and men. We focus on isolating the part of BMI differences that can be explained by differences in observed socioeconomic status from the part attributable to...

In this paper, we decompose body mass index (BMI) differences between Turkish immigrants and Germans in West Germany for women and men. We focus on isolating the part of BMI differences that can be explained by differences in observed socioeconomic status from the part attributable to...

Development aid does not always exert the desired positive effect on economic growth in recipient countries and it is even feared that it may reduce total factor productivity (TFP) and may discourage recipient countries' efforts. This study seeks to contribute to the research on aid transmission...