Quantile regression: applications and current research areas
Quantile regression offers a more complete statistical model than mean regression and now
has widespread applications. Consequently, we provide a review of this technique. We …
has widespread applications. Consequently, we provide a review of this technique. We …
[PDF][PDF] Quantile regression models and their applications: A review
Q Huang, H Zhang, J Chen, M He - Journal of Biometrics & …, 2017 - researchgate.net
Quantile regression (QR) has received increasing attention in recent years and applied to
wide areas such as investment, finance, economics, medicine and engineering. Compared …
wide areas such as investment, finance, economics, medicine and engineering. Compared …
The opportunity cost of negative screening in socially responsible investing
This paper investigates the impact of negative screening on the investment universe as well
as on financial performance. We come up with a novel identification process and as such …
as on financial performance. We come up with a novel identification process and as such …
The effects of birth inputs on birthweight: evidence from quantile estimation on panel data
Unobserved heterogeneity among childbearing women makes it difficult to isolate the causal
effects of smoking and prenatal care on birth outcomes (such as birthweight). Whether a …
effects of smoking and prenatal care on birth outcomes (such as birthweight). Whether a …
The impact of board independence and CEO duality on firm performance: A quantile regression analysis for Indonesia, Malaysia, South Korea and Thailand
We study the effect of board independence and CEO duality on firm performance for a
sample of stock‐listed enterprises from Indonesia, Malaysia, South Korea and Thailand …
sample of stock‐listed enterprises from Indonesia, Malaysia, South Korea and Thailand …
The impact of symbiotic relations on the performance of micro, small and medium enterprises in a small-town context: The perspective of risk and return
This study uses a financial lens to investigate and discuss how symbiotic relationships can
enhance business performance, particularly in terms of risk and return for micro, small and …
enhance business performance, particularly in terms of risk and return for micro, small and …
Glass ceiling or sticky floor? Exploring the Australian gender pay gap
HJ Kee - Economic Record, 2006 - Wiley Online Library
Using the Household, Income and Labour Dynamics in Australia survey, this paper analyses
the gender wage gaps across the wage distribution in both the public and private sectors in …
the gender wage gaps across the wage distribution in both the public and private sectors in …
Estimation, inference, and specification testing for possibly misspecified quantile regression
TH Kim, H White - … likelihood estimation of misspecified models: twenty …, 2003 - emerald.com
To date, the literature on quantile regression and least absolute deviation regression has
assumed either explicitly or implicitly that the conditional quantile regression model is …
assumed either explicitly or implicitly that the conditional quantile regression model is …
Crude oil and stock markets: Causal relationships in tails?
This paper considers the causal relationships between WTI and Dubai crude oil returns and
five stock index returns (S&P 500, Nikkei, Hang Seng, Shanghai, and KOSPI) within the …
five stock index returns (S&P 500, Nikkei, Hang Seng, Shanghai, and KOSPI) within the …
US stock market sensitivity to interest and inflation rates: a quantile regression approach
This article studies the sensitivity of the US stock market to nominal and real interest rates
and inflation during the 2003–2013 period using quantile regression (QR). The empirical …
and inflation during the 2003–2013 period using quantile regression (QR). The empirical …