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Quantile regression 40 years on

Citations

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Cited by:

  1. Fritsch, Markus & Haupt, Harry & Schnurbus, Joachim, 2025. "Efficiency of poll-based multi-period forecasting systems for German state elections," International Journal of Forecasting, Elsevier, vol. 41(2), pages 670-688.
  2. Bauer, Ida & Haupt, Harry & Linner, Stefan, 2024. "Pinball boosting of regression quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 200(C).
  3. Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2025. "Fast inference for quantile regression with tens of millions of observations," Journal of Econometrics, Elsevier, vol. 249(PA).
  4. Wang, Xuqin & Li, Muyi, 2023. "Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 184(C).
  5. Shi, Zheng, 2023. "The impact of regional ICT development on job quality of the employee in China," Telecommunications Policy, Elsevier, vol. 47(6).
  6. Vidal-Llana, Xenxo & Guillén, Montserrat, 2022. "Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  7. Tu, Yundong & Wang, Siwei, 2025. "Quantile prediction with factor-augmented regression: Structural instability and model uncertainty," Journal of Econometrics, Elsevier, vol. 249(PB).
  8. Bakouan, Pousseni & Sawadogo, Relwendé, 2024. "BioTrade and income inequality: Does frontier technology readiness matter?," Structural Change and Economic Dynamics, Elsevier, vol. 70(C), pages 650-665.
  9. Sara Alida Volkmer & Susanne Gaube & Martina Raue & Eva Lermer, 2023. "Troll story: The dark tetrad and online trolling revisited with a glance at humor," PLOS ONE, Public Library of Science, vol. 18(3), pages 1-21, March.
  10. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
  11. Wei, Bo & Tan, Kean Ming & He, Xuming, 2024. "Estimation of complier expected shortfall treatment effects with a binary instrumental variable," Journal of Econometrics, Elsevier, vol. 238(2).
  12. Amina Ika Micah, . "Three essays on access to credit and financial shock in Nigeria," Economics PhD Theses, Department of Economics, University of Sussex Business School, number 0422, December.
  13. Jimmy Cheung & Smruthi Rangarajan & Amelia Maddocks & Xizhe Chen & Rohitash Chandra, 2024. "Quantile deep learning models for multi-step ahead time series prediction," Papers 2411.15674, arXiv.org.
  14. Hatice Jenkins & Ezuldeen Alshareef & Amer Mohamad, 2023. "The impact of corruption on commercial banks' credit risk: Evidence from a panel quantile regression," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1364-1375, April.
  15. Abdellah Atanane & Abdallah Mkhadri & Karim Oualkacha, 2025. "An efficient hybrid approach of quantile and expectile regression," Statistical Papers, Springer, vol. 66(6), pages 1-45, October.
  16. Patrinos, Harry Anthony & Rivera-Olvera, Angelica, 2025. "Education and Earnings in Arkansas," IZA Discussion Papers 17963, IZA Network @ LISER.
  17. Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 238(1).
  18. Priyanshu Chavda & Dhyani Mehta, 2026. "Impact of fossil fuel subsidies, natural resource rent and corruption on renewable energy in Middle Eastern and North African countries," Asia-Pacific Journal of Regional Science, Springer, vol. 10(1), pages 1-23, March.
  19. Li, Xuetao & Zhang, Minqi & Xin, Xing & Yang, Chengying & Zhang, Yonghong & Dai, Jianglai, 2025. "Advancing renewable energy innovation through digital technology and supply chain digitization," Energy Economics, Elsevier, vol. 147(C).
  20. Zhou, Hao & Zheng, Mingbo, 2024. "Foreign direct investment and green innovation in China: An examination of quantile regression," Innovation and Green Development, Elsevier, vol. 3(3).
  21. Camehl, Annika & Fok, Dennis & Gruber, Kathrin, 2025. "On superlevel sets of conditional densities and multivariate quantile regression," Journal of Econometrics, Elsevier, vol. 249(PA).
  22. Niccolò Ducci & Leonardo Grilli & Marta Pittavino, 2025. "Comparing flexible modelling approaches: the varying-thresholds model versus quantile regression," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 19(2), pages 493-514, June.
  23. Ozili, Peterson K, 2025. "Determinants of Financial Inclusion in Nigeria: The Monetary Policy and Banking Sector Factors," MPRA Paper 124265, University Library of Munich, Germany.
  24. Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Reprint: Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 239(2).
  25. Sun, Zhaoyang & Liu, Ling & Pan, Runquan & Wang, Yiwei & Zhang, Bingbing, 2025. "Tourism and economic growth: The role of institutional quality," International Review of Economics & Finance, Elsevier, vol. 98(C).
  26. Shahla Akram & Zahid Pervaiz, 2024. "The role of institutions and social inclusion in trust building," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(4), pages 3887-3903, August.
  27. Pietro Colombo & Raffaele Mattera & Philipp Otto, 2025. "Simple Yet Effective: A Comparative Study of Statistical Models for Yearly Hurricane Forecasting," Environmetrics, John Wiley & Sons, Ltd., vol. 36(3), April.
  28. Klein, Franziska & Taconet, Nicolas, 2024. "Unequal ‘drivers’: On the inequality of mobility emissions in Germany," Energy Economics, Elsevier, vol. 136(C).
  29. Chen Gang & He Sha & Muhammad Umar Farooq & Syed Ahtsham Ali & Muhammad Nadeem & Fatima Gulzar & Muhammad Nauman Abbasi, 2022. "The helix of CO2, household income, and oil pricing under the assumption of Keynesian consumption function: A policy-mix scenario of oil-importing South Asia for SDGs-2030," PLOS ONE, Public Library of Science, vol. 17(4), pages 1-16, April.
  30. Shu, Lei & Hao, Yifan & Chen, Yu & Yang, Qing, 2025. "SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting," Journal of Multivariate Analysis, Elsevier, vol. 207(C).
  31. Chumacero, Rómulo A. & Letelier S, Leonardo, 2025. "SLEP-less in Santiago: The effect of local educational services in Chile," Socio-Economic Planning Sciences, Elsevier, vol. 102(C).
  32. repec:osf:socarx:42gcb_v1 is not listed on IDEAS
  33. Wen, Jiawei & Yang, Songshan & Wang, Christina Dan & Jiang, Yifan & Li, Runze, 2025. "Feature-splitting algorithms for ultrahigh dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 249(PA).
  34. Sulkhan Chavleishvili & Simone Manganelli, 2024. "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 66-85, January.
  35. Xianling Ren & Xinping Yu, 2024. "Hedging performance analysis of energy markets: Evidence from copula quantile regression," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 432-450, March.
  36. Mushtaq, Khurram & Waris, Asim & Zou, Runmin & Shafique, Uzma & Khan, Niaz B. & Khan, M. Ijaz & Jameel, Mohammed & Khan, Muhammad Imran, 2024. "A comprehensive approach to wind turbine power curve modeling: Addressing outliers and enhancing accuracy," Energy, Elsevier, vol. 304(C).
  37. Srivastava, Mrinalini & Rao, Amar & Parihar, Jaya Singh & Chavriya, Shubham & Singh, Surendar, 2023. "What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning," Resources Policy, Elsevier, vol. 80(C).
  38. Du-Yi Wang & Guo Liang & Kun Zhang & Qianwen Zhu, 2026. "Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration," Papers 2602.01912, arXiv.org.
  39. Palaios, Panagiotis & Triantafillou, Anna, 2025. "Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping," Transport Policy, Elsevier, vol. 170(C), pages 75-91.
  40. Mingshu Li & Bhaskarjit Sarmah & Dhruv Desai & Joshua Rosaler & Snigdha Bhagat & Philip Sommer & Dhagash Mehta, 2024. "Quantile Regression using Random Forest Proximities," Papers 2408.02355, arXiv.org.
  41. Alejo Javier, 2026. "A Simple Approach to Simultaneous Quantile Regression under Partial Homogeneity Constraints," Journal of Econometric Methods, De Gruyter, vol. 15(1), pages 1-17.
  42. Lamarche, Carlos & Shi, Xuan & Young, Derek S., 2024. "Conditional Quantile Functions for Zero-Inflated Longitudinal Count Data," Econometrics and Statistics, Elsevier, vol. 31(C), pages 49-65.
  43. Chong-Chuo Chang & Oshamah Lin Lin & Oshamah Yu-Cheng Chang & Oshamah Kun-Zhan Hsu, 2023. "Impact of Financial Liberalization on Firm Risk," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(3), pages 14-45, September.
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