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The Japanese Taylor rule estimated using censored quantile regressions

Chen, Jau-er; Kashiwagi, Masanori - In: Empirical economics : a journal of the Institute for … 52 (2017) 1, pp. 357-371

Persistent link: https://www.econbiz.de/10011632275

Assessing the loss due to working in the informal sector in Venezuela

Ramoni Perazzi, Josefa; Orlandoni Merli, Giampaolo - In: Lecturas de economía 84 (2016), pp. 33-58

Persistent link: https://www.econbiz.de/10011580041

A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions

Horowitz, Joel; Krishnamurthy, Anand - 2017

This paper is concerned with inference about the conditional quantile function in a nonparametric quantile regression model. Any method for constructing a confidence interval or band for this function must deal with the asymptotic bias of nonparametric estimators of the function. In estimation...

Persistent link: https://www.econbiz.de/10011581535

Endogenously censored median regression with an application to benefit elasticity of US unemployment duration

Szydłowski, Arkadiusz - 2017

Persistent link: https://www.econbiz.de/10011612647

Penalized quantile regression with semiparametric correlated effects : an application with heterogeneous preferences

Harding, Matthew C.; Lamarche, Carlos - In: Journal of applied econometrics 32 (2017) 2, pp. 342-358

Persistent link: https://www.econbiz.de/10011689797

Somatic cell counts in dairy marketing : quantile regression for count data

Volpe, Richard J.; Park, Timothy A.; Dong, Fengxia; … - In: European review of agricultural economics : ERAE 43 (2016) 2, pp. 331-358

Persistent link: https://www.econbiz.de/10011597341

A stochastic EM algorithm for quantile and censored quantile regression models

Yang, Fengkai - In: Computational economics 52 (2018) 2, pp. 555-582

Persistent link: https://www.econbiz.de/10012053005

Alcohol quantity and quality price elasticities : quantile regression estimates

Pryce, Robert; Hollingsworth, Bruce; Walker, Ian - In: The European journal of health economics : HEPAC ; … 20 (2019) 3, pp. 439-454

Persistent link: https://www.econbiz.de/10012005049

The second-order bias of quantile estimators

Lee, Tae-hwy; Ullah, Aman; Wang, He - In: Economics letters 173 (2018), pp. 143-147

Persistent link: https://www.econbiz.de/10012022969

An approximate long-memory range-based approach for value at risk estimation

Meng, Xiaochun; Taylor, James W. - In: International journal of forecasting 34 (2018) 3, pp. 377-388

Persistent link: https://www.econbiz.de/10012030985