Quantile regression results for (log) total consumption
Quantile regression in risk calibration
... We use the data from August 31, 2007 to August 6, 2010. There are 766 closed price for each stock in the sample. We compute the daily log-return. This results in sample size n = 765. The dimension of the input ...
163
A Microeconometric Characterisation of Household Consumption Using Quantile Regression
... corresponding results for wine however remind us that the U-shaped pattern is not typical for acoholic beverages: Besides the fact already noted of a positive price elasticity the quantile estimation ...
22
The Role of Globalization in Energy Consumption: A Quantile Cointegrating Regression Approach
... globalized, total energy consumption will ...energy consumption can be increased or decreased depending on the net impact of several factors among them is ...the total level of the world’s ...
36
The Role of Globalization in Energy Consumption: A Quantile Cointegrating Regression Approach
... globalized, total energy consumption will ...energy consumption can be increased or decreased depending on the net impact of several factors among them is ...the total level of the world’s ...
36
Partial quantile regression
... the quantile covariance which is defined in the ...multiplicative regression model and from a switching regression model that exhibit variance heterogeneity and asymmetric tolerance ...the ...
23
Bayesian Quantile Regression.
... a regression model, if the distribution of the response variable is highly skewed, tradi- tional mean regression model may fail to describe interesting aspect of the relationship between the prediction and ...
122
Generalized quantile regression
... for quantile curves when the error term is normally distributed and t(5) ...high quantile, the results may contain a larger bias due to not many observations in the ...
107
Quantile Regression Forests
... conditional quantile approximations, loss func- tion (3) is used in conjunction with 5-fold ...conditional quantile function, as discussed ...between quantile regression forests and the other ...
17
Consumption smoothing at retirement: average and quantile treatment effects in the regression discontinuity design
... smooth consumption over the life ...that consumption declines at ...Retirement Consumption Puzzle in Switzerland. Baseline regression discontinuity estimates of average treatment effects are ...
25
Nonparametric circular quantile regression
... Firstly we note that, as expected, estimator (5) is a little better than (10) in all settings. However, the improvement comes at a computational price. The first set of results shows a similar performance for each ...
16
Quantile regression through quantization
... Y (d) Figure 2: The same results as in Figure 1, but when selecting optimal values of N separately for each α. when choosing N by steps of five, we find N_opt = 15 with same_N = TRUE and N_opt = 15 or 20 ...
16
Comparing Distribution and Quantile Regression
... n for different values of c. 9 Before discussing specific results for each DGP, we briefly summarize some findings that are common across DGPs. First, the profiles of the average variance are different for ...
36
Quantile Regression in Risk Calibration
... 3.2. Backtesting For the evaluation of the CoVaR models, we resort to the backtesting procedure described in Section 2.2. In order to perform the backtesting procedure, the sequences {I t } (defined in Section 2.2) have ...
26
Quantile regression with censoring and endogeneity
... between consumption and ...a quantile regression model in the first stage, where the logarithm of total expenditure, D, is a function of the logarithm of gross earnings of the head of the ...
51
Bayesian spatial quantile regression
... across quantile level and spatial location all three Bayesian methods provide smaller mean squared error and higher power than the usual quantile regression ...true quantile curve for β 3 for ...
40
Combined Estimation for Quantile Regression
... the total count of bike rental in the next ...functional quantile regression, where the predictor is functional, and our interest is in describing the tail behavior of the response ...
103
Saddlepoint tests for quantile regression
... the results in Robinson, Ronchetti, & Young (2003) for M −estimators, which were obtained using saddlepoint techniques (Daniels (1954)) and can be viewed as an empirical likelihood procedure based on tilted ...
30
Three Essays on Quantile Regression
... The results show evidence that both estimators are approximately ...the results indicate that MD-QR is more efficient than the ...The results uncover strong evidence of substantial heterogeneity in ...
181
Quantile regression : a penalization approach
... literature based on the results of non-penalized models. This definition is a key step for the demonstration of the oracle properties of the estimators [Fan and Li, 2001], but it is restrictive in the sense that ...
32
Quantile regression with censoring and endogeneity
... 2.5. Quantile and distribution regression estimation of the control ...for quantile and distribution regression estimation of the control ...empirical quantile re- gression and ...
51