Panel quantile regressions for the full sample
Unconditional Quantile Regressions
... Since we only have a dummy covariate, it is also straightforward to compute an “exact” effect of unionization by simply changing the proportion of union workers, and recomputing the various quantiles in this “reweighted” ...
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Predictions in Quantile Regressions
... the sample. The model is estimated in the full sample and in the ...the full sample. The model yields good in-sample predictions when such a difference, computed individually for ...
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Quantile uncorrelation and instrumental regressions
... linear regressions with endogenous regressors, the main result of this paper shows how a median un- correlation assumption between an instrument vector and the error can similarly be used to derive consistent ...
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Jackknife Model Averaging for Quantile Regressions
... To proceed, it is worth mentioning that the major motivation for model averaging is to address the problem of model uncertainty for forecasting. Kapetanios et al. (2008) provide compelling reasons for using model ...
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Jackknife model averaging for quantile regressions
... To proceed, it is worth mentioning that the major motivation for model averaging is to address the problem of model uncertainty for forecasting. Kapetanios et al. (2008) provide compelling reasons for using model ...
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Policy Relevant Heterogeneity in the Value of Statistical Life: New Evidence from Panel Data Quantile Regressions
... In continuing our exploration of the heterogeneity of regression parameters, we examine slope differences using the concept of quantile regression. It is only recently that estimators have appeared for ...
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Policy Relevant Heterogeneity in the Value of Statistical Life: New Evidence from Panel Data Quantile Regressions
... In continuing our exploration of the heterogeneity of regression parameters, we examine slope differences using the concept of quantile regression. It is only recently that estimators have appeared for ...
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Policy Relevant Heterogeneity in the Value of Statistical Life: New Evidence from Panel Data Quantile Regressions
... In continuing our exploration of the heterogeneity of regression parameters, we examine slope differences using the concept of quantile regression. It is only recently that estimators have appeared for ...
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Policy Relevant Heterogeneity in the Value of Statistical Life: New Evidence from Panel Data Quantile Regressions
... from Panel Data Quantile Regressions * We examine differences in the value of statistical life (VSL) across potential wage levels in panel data using quantile regressions with ...
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Gibrat's Law and quantile regressions : an application to firm growth
... These …ndings also need to be examined in light of the recent evidence by Haltiwanger, Jarmin, and Miranda (2013), who show the existence of no systematic relationship be- tween …rm size and growth, once they control for ...
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Understanding Diamond Pricing Using Unconditional Quantile Regressions
... This pattern is essentially found for diamonds exceeding 1 carat. For instance, there are 5555 diamonds of 1 carat in our sample, a figure to compare to 7460 diamonds weighting 1.01 carat. Similarly, there are 20 ...
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Identifying asset price booms and busts with quantile regressions
... the end of 1997 but became much wider towards the end of the sample. According to the results, at the end of the sample, large swings in real stock prices can still be interpreted as being “normal” ...
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Evaluating Value-at-Risk Models via Quantile Regressions
... the sample size, another reason to support the simulation results is given by Propos- ition 2, in which the null hypothesis of the VQR test seems to be a su¢ cient condition for the validity of Property 1, whereas ...
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The Effect of Valuation Ratios, Gold Price, and Petroleum Price on Equity Returns: A Comparison of Static Panel and Quantile Regressions
... Positivecoefficient of petroleum return has been explained increasing energy demand of Turkey. Same result is to be seen Nandha (2011) study. As a result of OLS, coefficient of price to book ratio is positive and ...
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What role for human capital in the growth process: new evidence from endogenous latent factor panel quantile regressions
... The estimated human capital factor is presented in Table 2. It is standardised so that the contribution of the most widely used proxy, namely ‘Mean Years of Schooling’ is set to 1. Interestingly the contribution of ...
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Censored Quantile Regressions and the Length of Unemployment Periods in West Germany
... (b) Effect of the wage quintile relative to the lowest wage quintile Figure 3: Wage quintile into account and therefore they may get the opposite results just by including the elderly. From the strongly decreasing ...
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Censored Quantile Regressions and the Length of Unemployment Periods in West Germany
... Socio-Economic Panel (GSOEP), which is survey data ...limited sample size, the imperfect recall of the interviewed individuals and due to misleading ...the sample we use, namely the IABS employment ...
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Estimating Monetary Policy Reaction Functions Using Quantile Regressions
... which quantile of its conditional distribution the interest rate is ...estimated quantile for each observation of the sample one can decompose overall deviations of the Federal Funds Rate from a ...
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Future climate emulations using quantile regressions on large ensembles
... this quantile map, we can then project observations into the future using the procedure described in ...the full SFK15 ensemble, the full LENS ensemble and the full SKF15 ensemble re- ...
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Quantile Estimation for a Hybrid Model of Functional and Varying Coefficient Regressions
... In this section, we apply the proposed method to analyze the spectrometric data which are available from http://lib.stat.cmu.edu/datasets/tecator. These data are obtained for 215 pieces of pure meat. Each data ...
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