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Advanced Search Results For "QUANTILE regression"

1 - 10 of 9,109 results for
 "QUANTILE regression"
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Dealing with Markov-switching parameters in quantile regression models.

Publication Type: Academic Journal

Source(s): Communications in Statistics: Simulation & Computation. 2022, Vol. 51 Issue 11, p6773-6791. 19p.

Abstract: Quantile regression has become a standard modern econometric method because of its capability to investigate the relationship between economic variables at various quantiles. The econometric method of Markov-switching regression is also considered impo...

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On a log-symmetric quantile tobit model applied to female labor supply data.

Publication Type: Academic Journal

Source(s): Journal of Applied Statistics. Dec2022, Vol. 49 Issue 16, p4225-4253. 29p. 11 Charts, 8 Graphs.

Abstract: The study of female labor supply has been a topic of relevance in the economic literature. Generally, the data are left-censored and the classic tobit model has been extensively used in the modeling strategy. This model, however, assumes normality for ...

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Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index.

Publication Type: Academic Journal

Source(s): Journal of Applied Statistics. Oct2022, Vol. 49 Issue 13, p3436-3450. 15p. 4 Charts, 5 Graphs, 1 Map.

Abstract: According to the Atlas of Human Development in Brazil, the income dimension of Municipal Human Development Index (MHDI-I) is an indicator that shows the population's ability in a municipality to ensure a minimum standard of living to provide their basi...

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Institutional quality and initial public offering underpricing: Evidence from Hong Kong.

Publication Type: Academic Journal

Source(s): Journal of Public Affairs (14723891). Nov2022, Vol. 22 Issue 4, p1-12. 12p.

Abstract: The main objective of this research is to investigate the impact of institutional quality on the underpricing of IPOs in Hong Kong. Besides, ordinary least squares presented in the study used quantile regression as a robust technique to investigate the...

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Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach.

Publication Type: Academic Journal

Source(s): Statistical Modelling: An International Journal. Dec2022, Vol. 22 Issue 6, p485-508. 24p.

Abstract: This article develops a two-part finite mixture quantile regression model for semi-continuous longitudinal data. The proposed methodology allows heterogeneity sources that influence the model for the binary response variable to also influence the distr...

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Multivariate quantiles with both overall and directional probability interpretation.

Publication Type: Academic Journal

Source(s): Scandinavian Journal of Statistics. Dec2022, Vol. 49 Issue 4, p1586-1604. 19p.

Abstract: The article introduces multivariate quantiles (or reference regions) that have both overall and directional probability interpretation and need not be necessarily convex. They are defined by means of univariate conditional quantiles along the rays star...

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Effect of Capital Controls: A Quantile Regression Approach.

Publication Type: Academic Journal

Source(s): International Economic Journal. Dec2022, Vol. 36 Issue 4, p530-555. 26p.

Authors:

Abstract: A neoclassical model reveals that capital controls depress capital flows by adjusting the marginal benefits and costs of additional asset purchases. According to this view, their effectiveness might be dependent on the volume of flows. To study this po...

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Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model*.

Publication Type: Academic Journal

Source(s): Journal of the Royal Statistical Society: Series B (Statistical Methodology). Nov2022, Vol. 84 Issue 5, p1589-1607. 19p.

Abstract: We propose a piecewise linear quantile trend model to analyse the trajectory of the COVID‐19 daily new cases (i.e. the infection curve) simultaneously across multiple quantiles. The model is intuitive, interpretable and naturally captures the phase tra...

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Has the relationship between the real exchange rate and its fundamentals changed over time?

Publication Type: Academic Journal

Source(s): Baltic Journal of Economics. Dec2022, Vol. 22 Issue 2, p68-89. 22p.

Abstract: In this paper we contribute to the literature on determining the real exchange rate by using models that incorporate structural breaks and nonlinearities. We estimate cointegrated dynamic ordinary least squares regressions and quantile regressions. We ...

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Spatial autoregressive quantile regression as a tool for modelling human development index factors in 2020 East Java.

Publication Type: Conference

Source(s): AIP Conference Proceedings. 2022, Vol. 2668 Issue 1, p1-11. 11p.

Abstract: The Human Development Index (HDI) is a substantial indicator used to assess the effectiveness in efforts to build the quality of human life. The basic components used to measure the achievement of human development were long and healthy life, knowledge...

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