Quantile regression 40 years on

Citations

Cited by:

1. Bauer, Ida & Haupt, Harry & Linner, Stefan, 2024. "Pinball boosting of regression quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 200(C).
2. 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).
3. Shi, Zheng, 2023. "The impact of regional ICT development on job quality of the employee in China," Telecommunications Policy, Elsevier, vol. 47(6).
4. 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).
5. 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.
6. 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.
7. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
   • Le-Yu Chen & Sokbae (Simon) Lee, 2020. "Sparse Quantile Regression," CeMMAP working papers CWP30/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
   • Le-Yu Chen & Sokbae Lee, 2020. "Sparse Quantile Regression," Papers 2006.11201, arXiv.org, revised Mar 2023.
8. 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).
9. Amina Ika Micah, 2022. "Three essays on access to credit and financial shock in Nigeria," Economics PhD Theses 0422, Department of Economics, University of Sussex Business School.
10. 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.
11. 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.
12. Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 238(1).
13. 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).
14. Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Reprint: Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 239(2).
15. 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.
    • Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
16. 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.
17. 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.
18. Klein, Franziska & Taconet, Nicolas, 2024. "Unequal ‘drivers’: On the inequality of mobility emissions in Germany," Energy Economics, Elsevier, vol. 136(C).
19. 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.
20. repec:osf:socarx:42gcb_v1 is not listed on IDEAS
21. 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.
22. 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).
23. 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).
24. 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.
25. 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.
26. 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.