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Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis

Alomari, Mohammad; Al Rababa'a, Abdel Razzaq; Ur … - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013413448

Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics 54 (2022) 39, pp. 4586-4595

Persistent link: https://www.econbiz.de/10013411001

Quantile regression analysis of predictors of calorie demand in India : an implication for sustainable development goals

Bhuyan, Biswabhusan; Sahoo, Bimal Kishore; Suar, Damodar - In: Journal of quantitative economics 18 (2020) 4, pp. 825-859

Persistent link: https://www.econbiz.de/10012418882

Weak convergence of local quantile treatment effect processes

Kim, Ju Hyun; Park, Byoung Gun - In: Economics letters 162 (2018), pp. 49-52

Persistent link: https://www.econbiz.de/10011939753

Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263

Persistent link: https://www.econbiz.de/10012135731

Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions

Demetrescu, Matei; Hillmann, Benjamin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 382-397

Persistent link: https://www.econbiz.de/10012804123

Exponential regression of fractional-response fixed-effects models with an application to firm capital structure

Ramalho, Esmeralda A.; Ramalho, Joaquim J. S.; Coelho, … - In: Journal of econometric methods 7 (2018) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011945827

Improved tests for stock return predictability

Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 42 (2023) 9/10, pp. 834-861

Persistent link: https://www.econbiz.de/10014420348

Public debt and economic growth in sub-Saharan Africa : nonlinearity and threshold effects

Okwoche, Princewill U.; Makanza, Christine S. - In: Cogent economics & finance 11 (2023) 2, pp. 1-24

estimation techniques suitable for addressing the problems of endogeneity and cross-section dependence. The fixed effects … cases. Some variations in threshold estimates based on differences in empirical estimation techniques were observed, which …

Persistent link: https://www.econbiz.de/10014502811

Nonparametric comparison of quantile curves : a stochastic process approach

Dette, Holger; Volgushev, Stanislav; Wagener, Jens - 2011

Persistent link: https://www.econbiz.de/10009153974