Search Results

Unconditional Quantile Partial Effects via Conditional Quantile Regression,
Javier Alejo, Antonio Galvao, Julián Martinez-Iriarte and Gabriel Montes-Rojas, from Red Nacional de Investigadores en Economía (RedNIE) (2023)
Keywords: Quantile regression, unconditional quantile regression, nonparametric regression

Quantity quantiles linear regression,
Paolo Radaelli and Michele Zenga, in Statistical Methods & Applications (2008)
Keywords: Quantile, Quantity quantile, Quantile regression, Quantity quantile linear regression, Loss function,

GMM quantile regression,
Sergio Firpo, Antonio Galvao, Cristine Pinto, Alexandre Poirier and Graciela Sanroman, in Journal of Econometrics (2022)
Keywords: Quantile regression; Generalized method of moments;

On multivariate quantile regression analysis,
Jean-Paul Chavas, in Statistical Methods & Applications (2018)
Keywords: Multivariate, Quantile, Regression, Estimator, Nonconvex

Quantile regression with censoring and sample selection,
Songnian Chen and Qian Wang, in Journal of Econometrics (2023)
Keywords: Quantile regression; Selection; Censoring;

A Quantile Regression Analysis of Wages in Panama,
Evangelos Falaris, from University of Delaware, Department of Economics (2004)
Keywords: wages, Panama, quantile regression

La régression quantile en pratique,
Pauline Givord and X. Dhaultfoeuille, from Institut National de la Statistique et des Etudes Economiques (2013)
Keywords: Quantile Regression, Quantile Treatment Effect, Instrumental Variable Quantile Regression, Quantile Regression with panel data.

Vector Quantile Regression,
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon, from HAL (2015)
Keywords: Vector Quantile Regression,Vector Conditional Quantile Function,Monge-Kantorovich,Brenier

The least trimmed quantile regression,
N.M. Neykov, Pavel Cizek, Peter Filzmoser and P.N. Neytchev, in Computational Statistics & Data Analysis (2012)
Keywords: Linear regression; Quantile regression; Least trimmed quantile regression; Breakdown point; Outlier detection;

Non-crossing convex quantile regression,
Sheng Dai, Timo Kuosmanen and Xun Zhou, in Economics Letters (2023)
Keywords: Quantile function; Quantile crossing; Convex quantile regression; Simultaneous estimation; Regularization;

Restricted Regression Quantiles,
Quanshui Zhao, in Journal of Multivariate Analysis (2000)
Keywords: linear model, heteroscedasticity, regression quantile, efficiency

Quantile Regression: 40 Years On,
Roger Koenker, in Annual Review of Economics (2017)
Keywords: quantile regression, treatment effects, heterogeneity, causal inference

Quantile Regression for Sports Economics,
Michael Leeds, in International Journal of Sport Finance (2014)
Keywords: quantile regression, conditional distribution, counterfactual distribution

Quantile regression with aggregated data,
Cheti Nicoletti and Nicky Best, in Economics Letters (2012)
Keywords: Quantile regression; Ecological inference; Aggregation bias;

Quantile Uncorrelation and Instrumental Regressions,
Komarova Tatiana, Severini Thomas A. and Tamer Elie T., in Journal of Econometric Methods (2012)
Keywords: quantile regression, endogeneity, instrumental variables, correlation.

About monotone regression quantiles,
Sandrine Casanova and Christine Thomas-Agnan, in Statistics & Probability Letters (2000)
Keywords: Monotonicity Regression quantile Min-Max formula

Quantile regression 40 years on,
Roger Koenker, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: quantile regression, treatment effects, heterogeneity, causal inference

A plug-in bandwidth selector for nonparametric quantile regression,
Mercedes Conde-Amboage and César Sánchez-Sellero, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2019)
Keywords: Quantile regression, Bandwidth, Nonparametric regression

Quantile regression in lower bound estimation,
Maria Letizia Giorgetti, from London School of Economics and Political Science, LSE Library (2001)
Keywords: Lower bound; quantile regression; simplex

Testing for Autocorrelation in Quantile Regression Models,
Lijuan Huo, Tae-Hwan Kim and Yunmi Kim, from Yonsei University, Yonsei Economics Research Institute (2013)
Keywords: Quantile regression, autocorrelation, LM test

Testing for Autocorrelation in Quantile Regression Models,
Lijuan Huo, Tae-Hwan Kim, Yunmi Kim and Dong Jin Lee, from Yonsei University, Yonsei Economics Research Institute (2014)
Keywords: Quantile regression, autocorrelation, LM test.

Quantile Regression in Lower Bound Estimation,
Maria Letizia Giorgetti, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2001)
Keywords: Lower bound, quantile regression, simplex.

Tests for structural break in quantile regressions,
Marilena Furno, in AStA Advances in Statistical Analysis (2012)
Keywords: Structural break, Quantile regression, Test,

Quantile regression for duration models with time-varying regressors,
Songnian Chen, in Journal of Econometrics (2019)
Keywords: Quantile regression; Time-varying regressors; Duration analysis;

Nonparametric intermediate order regression quantiles,
Joseph Altonji, Hidehiko Ichimura and Taisuke Otsu, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2019)
Keywords: Quantile regression, Local polynomial regression: Extremes

Sample Selection in Quantile Regression: A Survey,
Manuel Arellano and Stéphane Bonhomme, from CEMFI (2017)
Keywords: Quantile regression, sample selection, copula, wage regressions.

Testing for additivity in nonparametric quantile regression,
Holger Dette, Matthias Guhlich and Natalie Neumeyer, in Annals of the Institute of Statistical Mathematics (2015)
Keywords: Nonparametric regression, Quantile regression, Bootstrap, Additive estimation,

Elliptical multiple-output quantile regression and convex optimization,
Marc Hallin and Miroslav Šiman, in Statistics & Probability Letters (2016)
Keywords: Quantile regression; Elliptical quantile; Multivariate quantile; Multiple-output regression;

Regression quantiles and their two-step modifications,
Jana Jurečková and Jan Picek, in Statistics & Probability Letters (2012)
Keywords: Regression quantile; Regression rank scores; Two-step regression quantile; Autoregression quantile; R-estimator;

Firms' leverage and labour productivity: a quantile regression approach,
Padmaja Mundakkad, in Economics Bulletin (2018)
Keywords: Productivity, Leverage, Quantile regression

Quantile regression for robust bank efficiency score estimation,
Andreas Behr, in European Journal of Operational Research (2010)
Keywords: Efficiency Quantile regression Banking

GRQREG: Stata module to graph the coefficients of a quantile regression,
João Pedro Azevedo, from Boston College Department of Economics (2011)
Keywords: quantile regression, graphs

QREGPLOT: Stata module for plotting coefficients of a Quantile Regression,
Fernando Rios-Avila, from Boston College Department of Economics (2023)
Keywords: graphics, quantile regression

On Regime Separation in Markov-Switching Quantile Regressions,
Gabriel Montes-Rojas, Zacharias Psaradakis and Martin Sola, from Universidad Torcuato Di Tella (2024)
Keywords: Markov Switching; Quantile Regressions.

Specification Choices in Quantile Regression for Empirical Macroeconomics,
Andrea Carriero, Todd Clark and Massimiliano Marcellino, from C.E.P.R. Discussion Papers (2024)
Keywords: Quantile regression; Bayesian methods

Canonical quantile regression,
Stephen Portnoy, in Journal of Multivariate Analysis (2022)
Keywords: Canonical Correlation; Index prediction; Multivariate regression; Regression quantile;

Logistic quantile regression in Stata,
Nicola Orsini and Matteo Bottai, in Stata Journal (2011)
Keywords: lqreg, lqregpred, lqregplot, logistic quantile regression, robust regression, bounded outcomes

Minimax Regression Quantiles,
Stefan Bache, from Department of Economics and Business Economics, Aarhus University (2010)
Keywords: Quantile regression, non-linear quantile regression, estimating functions, minimax estimation, empirical process theory

Quantile regression in risk calibration,
Shih-Kang Chao, Wolfgang Härdle and Weining Wang, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2012)
Keywords: CoVaR, Value-at-Risk, quantile regression, locally linear quantile regression, partial linear model, semiparametric model

Group penalized quantile regression,
Mohamed Ouhourane, Yi Yang, Andréa L. Benedet and Karim Oualkacha, in Statistical Methods & Applications (2022)
Keywords: Coordinate descent algorithm, Group penalized regression, Heterogeneous, Pseudo-quantile, Variable selection, Quantile regression

Conditional vs Unconditional Quantile Regression Models: A Guide to Practitioners,
Javier Alejo, Federico Favata, Gabriel Montes-Rojas and Martin Trombetta, in Revista Economía (2021)
Keywords: Quantile regression; Unconditional quantile regression; Influence functions

On generalized elliptical quantiles in the nonlinear quantile regression setup,
Daniel Hlubinka and Miroslav Šiman, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2015)
Keywords: Multivariate quantile, Elliptical quantile, Quantile regression, Multivariate statistical inference, Portfolio optimization, 62H05, 62J99, 62G15,

A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models,
Fengkai Yang, in Computational Economics (2018)
Keywords: Stochastic EM algorithm, Quantile regression, Censored quantile regression, Gibbs sampling

Finite-sample distribution of regression quantiles,
Jana Jurecková, in Statistics & Probability Letters (2010)
Keywords: Order statistic Regression quantile Extreme regression quantile Regression rank scores Score function

Function-on-Function Partial Quantile Regression,
Ufuk Beyaztas, Han Lin Shang and Aylin Alin, in Journal of Agricultural, Biological and Environmental Statistics (2022)
Keywords: B-spline basis function, Function-on-function regression, Quantile regression, Partial least squares; Partial quantile regression

Bayesian joint-quantile regression,
Yingying Hu, Huixia Judy Wang, Xuming He and Jianhua Guo, in Computational Statistics (2021)
Keywords: Adaptive Metropolis, Asymmetric Laplace distribution, Delayed rejection, High quantile, Quantile regression

Quantile cointegrating regression,
Zhijie Xiao, in Journal of Econometrics (2009)
Keywords: ARCH/GARCH Cointegration Portfolio optimization Quantile regression Time varying

Quantile Cointegrating Regression,
Zhijie Xiao, from Boston College Department of Economics (2009)
Keywords: ARCH/GARCH, Cointegration, Portfolio Optimization, Quantile Regression, Time Varying

Quantile Regression Random Effects,
Antonio Galvao and Alexandre Poirier, in Annals of Economics and Statistics (2019)
Keywords: Quantile Regression, Panel Data, Random Effects, Hypothesis Testing

Conditionally Parametric Quantile Regression,
Daniel McMillen, from Springer (2013)
Keywords: Quantile Regression, Kernel Weighting Function, Ratio Assessment, Locfit, Downtown Chicago

TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION,
Christophe Muller and Tae-Hwan Kim, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2004)
Keywords: Two-stage estimation, Quantile regression, Endogeneity.

Econometrics of Ascending Auctions by Quantile Regression,
Nathalie Gimenes, from University of São Paulo (FEA-USP) (2014)
Keywords: Private values; timber auctions; ascending auctions; seller expected revenue; quantile regression identification; quantile regression estimation; quantile regression specification testing.

An alternative simple quantile regression estimator,
Zhengyu Zhang and Pingfang Zhu, in Economics Letters (2013)
Keywords: Quantile regression; Censoring; Maximum score method;

On the predictive risk in misspecified quantile regression,
Alexander Giessing and Xuming He, in Journal of Econometrics (2019)
Keywords: Quantile regression; Misspecification; Predictive risk; Expected optimism;

Fixed effects in unconditional quantile regression,
Nicolai T. Borgen, in Stata Journal (2016)
Keywords: xtrifreg, unconditional quantile regression, fixed effects

Regularized partially functional quantile regression,
Fang Yao, Shivon Sue-Chee and Fan Wang, in Journal of Multivariate Analysis (2017)
Keywords: Functional data; Penalization; Principal components; Quantile regression;

Smoothed instrumental variables quantile regression,
David Kaplan, in Stata Journal (2022)
Keywords: sivqr, endogeneity, instrumental variables, quantile regression

Quantile regression-based seasonal adjustment,
Massimiliano Caporin and Mohammed Elseidi, in International Journal of Computational Economics and Econometrics (2023)
Keywords: quantile regression; seasonal adjustment; deterministic seasonal patterns.

Quantile Regression in the Presence of Sample Selection,
Martin Huber and Blaise Melly, from University of St. Gallen, School of Economics and Political Science (2011)
Keywords: Sample selection, quantile regression, independence, test

Measurement errors in quantile regression models,
Sergio Firpo, Antonio Galvao and Suyong Song, in Journal of Econometrics (2017)
Keywords: Quantile regression; Measurement errors; Investment equation;

Negotiating Salaries through Quantile Regression,
Wiseman Frederick and Chatterjee Sangit, in Journal of Quantitative Analysis in Sports (2010)
Keywords: quantile regression, OLS, salaries, performance, baseball

Weighted quantile regression for longitudinal data,
Xiaoming Lu and Zhaozhi Fan, in Computational Statistics (2015)
Keywords: Quantile regression, Longitudinal data, Quasi-likelihood, Correlation,

Measuring GDP Forecast Uncertainty Using Quantile Regressions,
Thomas Laurent and Tomasz Kozluk, from OECD Publishing (2012)
Keywords: forecasting, GDP, incertitude, PIB, prévisions, quantile regression, régression quantile, uncertainty

Finite sample inference for quantile regression models,
Victor Chernozhukov, Christian Hansen and Michael Jansson, in Journal of Econometrics (2009)
Keywords: Extremal quantile regression Instrumental quantile regression Partial identification Weak identification

Returns to Skill in Professional Golf: A Quantile Regression Approach,
Leo Kahane, in International Journal of Sport Finance (2010)
Keywords: golf, PGA, earnings, quantile regression

Volatility forecasting of exchange rate by quantile regression,
Alex YiHou Huang, Sheng-Pen Peng, Fangjhy Li and Ching-Jie Ke, in International Review of Economics & Finance (2011)
Keywords: Exchange rate Volatility Quantile regression

THE CHANGING DYNAMICS OF ALBANIAN INFLATION: A QUANTILE REGRESSION APPROACH,
Lorena Skufi and Meri Papavangjeli, from University Library of Munich, Germany (2022)
Keywords: inflation, quantile regression, changing dynamics

Finite-Sample Inference Methods for Quantile Regression Models,
Christian Hansen and Victor Chernozhukov, from Econometric Society (2004)
Keywords: quantile regression, finite-sample inference

Sequential estimation of censored quantile regression models,
Songnian Chen, in Journal of Econometrics (2018)
Keywords: Quantile regression; Instrumental variable; Censoring;

A Note on Covariance Matrix Estimation in Quantile Regressions,
Hongtao Guo and Zhijie Xiao, in Frontiers of Economics in China-Selected Publications from Chinese Universities (2014)
Keywords: bandwidth selection, expansion, quantile regression

Quantile regressions analysis of the Italian school system,
Marilena Furno, from Universita' di Cassino, Dipartimento di Economia e Giurisprudenza (2008)
Keywords: quantile regression; structural break; test

Determinants of cryptocurrency returns: A LASSO quantile regression approach,
Cetin Ciner, Brian Lucey and Larisa Yarovaya, in Finance Research Letters (2022)
Keywords: LLASSO; Quantile regression; Cryptocurrency; COVID-19;

The effect of foreign aid on corruption: A quantile regression approach,
Keisuke Okada and Sovannroeun Samreth, from University Library of Munich, Germany (2011)
Keywords: Foreign Aid; Corruption; Quantile Regression

The effect of foreign aid on corruption: A quantile regression approach,
Keisuke Okada and Sovannroeun Samreth, in Economics Letters (2012)
Keywords: Foreign aid; Corruption; Quantile regression;

Evaluating Value-at-Risk Models via Quantile Regression,
Wagner Gaglianone, Luiz Lima, Oliver Linton and Daniel Smith, from National Centre for Econometric Research (2010)
Keywords: Value-at-Risk, Backtesting, Quantile Regression

Location-Scale and Compensated Effects in Unconditional Quantile Regressions,
Julián Martínez-Iriarte, Gabriel Montes-Rojas and Yixiao Sun, from Red Nacional de Investigadores en Economía (RedNIE) (2022)
Keywords: Quantile regression, unconditional policy effect, unconditional regression

Quantile regression version of Hodrick–Prescott filter,
Hiroshi Yamada, in Empirical Economics (2023)
Keywords: Hodrick–Prescott filter, Quantile regression, Penalized regression

Functional partially linear quantile regression model,
Ying Lu, Jiang Du and Zhimeng Sun, in Metrika: International Journal for Theoretical and Applied Statistics (2014)
Keywords: Functional linear regression, Quantile regression, Asymptotic normality,

Using Quantile Regressions to Examine the Capital Structure Decision of US Firms,
Bala Arshanapalli and William Nelson, in The International Journal of Business and Finance Research (2014)
Keywords: Quantile Regression, Capital Structure

Determinants of Academic Attainment in the US: a Quantile regression analysis of test scores,
Getinet Haile and Anh Nguyen, from University Library of Munich, Germany (2007)
Keywords: Educational attainment; Quantile regression;

Asymmetric inflation dynamics: Evidence from quantile regression analysis,
Ching-Chuan Tsong and Cheng-Feng Lee, in Journal of Macroeconomics (2011)
Keywords: Inflation rate; Quantile regression;

Measuring heterogeneity with fixed effect quantile regression: Long panels and short panels,
Galina Besstremyannaya and Sergei Golovan, in Applied Econometrics (2021)
Keywords: quantile regression; panel data

MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions,
José António Machado and João Santos Silva, from Boston College Department of Economics (2012)
Keywords: OLS, quantile regression, heteroskedasticity

QCOUNT: Stata program to fit quantile regression models for count data,
Alfonso Miranda, from Boston College Department of Economics (2007)
Keywords: quantile regression, count data

SIVQR: Stata module to perform smoothed IV quantile regression,
David Kaplan, from Boston College Department of Economics (2023)
Keywords: quantile regression, endogeneity

XTQREG: Stata module to compute quantile regression with fixed effects,
José António Machado and João Santos Silva, from Boston College Department of Economics (2021)
Keywords: quantile regression, fixed effects

Wealth Effects Revisited: Quantile Canonical Cointegrating Regression Approach (in Korean),
Ki-Ho Kim, from Economic Research Institute, Bank of Korea (2019)
Keywords: Quantile Regression, CCR, Consumption

Do the arts make you happy? A quantile regression approach,
Chris Hand, in Journal of Cultural Economics (2018)
Keywords: Arts, Happiness, Quantile regression

An analysis of the factors determining crime in England and Wales: A quantile regression approach,
Siddhartha Bandyopadhyay, Samrat Bhattacharya and Rudra Sensarma, in Economics Bulletin (2015)
Keywords: Crime, Quantile Regression

Drivers of Electricity Poverty in Spanish Dwellings: A Quantile Regression Approach,
Rafael de Arce and Ramón Mahía, in Energies (2019)
Keywords: electricity poverty; quantile regression