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Citations for "Robust Tests for Heteroscedasticity Based on Regression Quantiles"

by Koenker, Roger & Bassett, Gilbert, Jr

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  1. RAMDANI, Dendi & VAN WITTELOOSTUIJN, Arjen, 2009. "Board independence, CEO duality and firm performance: A quantile regression analysis for Indonesia, Malaysia, South Korea and Thailand," ACED Working Papers 2009003, University of Antwerp, Faculty of Applied Economics.
  2. Cai, Zongwu & Xu, Xiaoping, 2009. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 371-383.
  3. Tiiu Paas & Friso Schlitte, 2006. "Regional Income Inequality and Convergence Processes in the EU-25," ERSA conference papers ersa06p229, European Regional Science Association.
  4. De Silva, Dakshina G. & Kosmopoulou, Georgia & Pagel, Beatrice & Peeters, Ronald, 2012. "The impact of timing on bidding behavior in procurement auctions of contracts with private costs," DICE Discussion Papers 54, Düsseldorf Institute for Competition Economics (DICE), University of Düsseldorf.
  5. Pereira, Pedro T. & Martins, Pedro S., 2000. "Does Education Reduce Wage Inequality? Quantile Regressions Evidence from Fifteen European Countries," IZA Discussion Papers 120, Institute for the Study of Labor (IZA).
  6. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
  7. Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2009. "Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks," Working Paper Series 1002, European Central Bank.
  8. Romano, Joseph P. & Wolf, Michael, 2017. "Resurrecting weighted least squares," Journal of Econometrics, Elsevier, vol. 197(1), pages 1-19.
  9. Christian M. Dahl & Daniel le Maire & Jakob R. Munch, 2009. "Wage Dispersion and Decentralization of Wage Bargaining," Discussion Papers 09-15, University of Copenhagen. Department of Economics.
  10. Krueger, Alan B. & Schkade, David A., 2007. "The Reliability of Subjective Well-Being Measures," IZA Discussion Papers 2724, Institute for the Study of Labor (IZA).
  11. Variyam, Jayachandran N., 2001. "Wic Participation And The Nutrient Intake Of Preschoolers," 2001 Annual meeting, August 5-8, Chicago, IL 20623, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  12. Paolo Naticchioni & Andrea Ricci, 2009. "Falling Educational Wage Premia in Italy," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 4, December.
  13. Chevapatrakul, Thanaset & Tee, Kai-Hong, 2014. "The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis," Research in International Business and Finance, Elsevier, vol. 32(C), pages 83-105.
  14. Jana Jurečková & Radim Navrátil, 2014. "Rank tests in heteroscedastic linear model with nuisance parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(3), pages 433-450, April.
  15. Javier Alejo, 2012. "Relación de Kuznets en América Latina. Explorando más allá de la media condicional," CEDLAS, Working Papers 0129, CEDLAS, Universidad Nacional de La Plata.
  16. George Kouretas & Leonidas Zarangas, 2005. "Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets," Working Papers 0521, University of Crete, Department of Economics.
  17. Zeebari, Zangin & Shukur, Ghazi, 2012. "On the Least Absolute Deviations Method for Ridge Estimation of SURE Models," HUI Working Papers 69, HUI Research.
  18. Baur, Dirk G. & Schulze, Niels, 2009. "Financial market stability--A test," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 506-519, July.
  19. Frondel, Manuel & Ritter, Nolan & Vance, Colin, 2010. "Heterogeneity in the Rebound Effect – Further Evidence for Germany," Ruhr Economic Papers 227, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  20. Chi Ming Wong & Lei Lam Olivia Ting, 2016. "A Quantile Regression Approach to the Multiple Period Value at Risk Estimation," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 1-35, February.
  21. Figuet, Jean-Marc & Humblot, Thomas & Lahet, Delphine, 2015. "Cross-border banking claims on emerging countries: The Basel III Banking Reforms in a push and pull framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 294-310.
  22. RAMDANI, Dendi & VAN WITTELOOSTUIJN, Arjen, 2009. "Board independence, CEO duality and firm performance: A quantile regression analysis for Indonesia, Malaysia, South Korea and Thailand," Working Papers 2009004, University of Antwerp, Faculty of Applied Economics.
  23. Zhao, Quanshui, 2000. "Restricted Regression Quantiles," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 78-99, January.
  24. Chen, Songnian & Khan, Shakeeb, 2003. "Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models," Journal of Econometrics, Elsevier, vol. 117(2), pages 245-278, December.
  25. Rajesh K. Aggarwal & Andrew A. Samwick, 1999. "The Other Side of the Trade-off: The Impact of Risk on Executive Compensation," Journal of Political Economy, University of Chicago Press, vol. 107(1), pages 65-105, February.
  26. Qu, Zhongjun, 2008. "Testing for structural change in regression quantiles," Journal of Econometrics, Elsevier, vol. 146(1), pages 170-184, September.
  27. Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
  28. Chamberlain, Gary & Imbens, Guido W, 2003. "Nonparametric Applications of Bayesian Inference," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 12-18, January.
  29. Monique DANTAS (GREThA UMR CNRS 5113) & Frédéric GASCHET (GREThA UMR CNRS 5113) & Guillaume POUYANNE (GREThA UMR CNRS 5113), 2010. "Regulatory zoning and coastal housing prices: a bayesian hedonic approach (In French)," Cahiers du GREThA 2010-12, Groupe de Recherche en Economie Théorique et Appliquée.
  30. Yu, Keming & Van Kerm, Philippe & Zhang, Jin, 2004. "Bayesian quantile regression: An application to the wage distribution in 1990s Britain," IRISS Working Paper Series 2004-10, IRISS at CEPS/INSTEAD.
  31. Machado, Jose A. F. & Silva, J. M. C. Santos, 2000. "Glejser's test revisited," Journal of Econometrics, Elsevier, vol. 97(1), pages 189-202, July.
  32. Shiqing Ling & Michael McAleer, 2003. "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series CIRJE-F-205, CIRJE, Faculty of Economics, University of Tokyo.
  33. Binh Nguyen & James Albrecht & Susan Vroman & Daniel Westbrook, 2003. "A Quantile Regression Decomposition of Urban-Rural Inequality in Vietnam," Working Papers gueconwpa~03-03-31, Georgetown University, Department of Economics.
  34. James Taylor & Derek Bunn, 1998. "Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 193-206.
  35. Patricia Born & W. Kip Viscusi & Tom Baker, 2006. "The Effects of Tort Reform on Medical Malpractice Insurers' Ultimate Losses," NBER Working Papers 12086, National Bureau of Economic Research, Inc.
  36. Holger Dette & Mareen Marchlewski & Jens Wagener, 2012. "Testing for a constant coefficient of variation in nonparametric regression by empirical processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 1045-1070, October.
  37. De Silva, Dakshina G. & Jeitschko, Thomas D. & Kosmopoulou, Georgia, 2005. "Stochastic synergies in sequential auctions," International Journal of Industrial Organization, Elsevier, vol. 23(3-4), pages 183-201, April.
  38. Elena Martínez Sanchis & Ilker Kandemir & Juan Mora López, 2011. "Counterfactual distributions of wages via quantile regression with endogeneity," Working Papers. Serie AD 2011-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  39. Heng Chen, 2014. "Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation," Staff Working Papers 14-24, Bank of Canada.
  40. Paolo Naticchioni & Andrea Ricci & Emiliano Rustichelli, 2007. "Wage Structure, Inequality And Skill-Biased Change: Is Italy An Outlier?," Quaderni del Dipartimento di Economia, Finanza e Statistica 38/2007, Università di Perugia, Dipartimento Economia.
  41. Xing, Chunbing & Li, Shi, 2012. "Residual wage inequality in urban China, 1995–2007," China Economic Review, Elsevier, vol. 23(2), pages 205-222.
  42. Vincent Leyaro & Priscilla Twumasi Baffour & Oliver Morrissey & Trudy Owens, "undated". "Determinants of Urban Labour Earnings in Tanzania, 2000/01-06," Discussion Papers 14/03, University of Nottingham, CREDIT.
  43. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, Elsevier.
  44. Chen, Songnian & Khan, Shakeeb, 2000. "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, vol. 98(2), pages 283-316, October.
  45. Karuna, Christo, 2007. "Industry product market competition and managerial incentives," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 275-297, July.
  46. D'Souza, Anna & Jolliffe, Dean, 2012. "Food security and wheat prices in Afghanistan : a distribution-sensitive analysis of household-level impacts," Policy Research Working Paper Series 6024, The World Bank.
  47. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  48. Park, Donghyun & Xiao, Qin, 2009. "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series 146, Asian Development Bank.
  49. Xie, Ruizhi & Awokuse, Titus O., 2013. "The Role of Health Status on Income in China," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151137, Agricultural and Applied Economics Association.
  50. repec:zbw:rwirep:0227 is not listed on IDEAS
  51. Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
  52. Taylor, James W. & Bunn, Derek W., 1999. "Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study," International Journal of Forecasting, Elsevier, vol. 15(3), pages 325-339, July.
  53. Buchinsky, Moshe, 1995. "Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987," Journal of Econometrics, Elsevier, vol. 65(1), pages 109-154, January.
  54. Jay P. Shimshack & Michael B. Ward, 2007. "Enforcement and Over-Compliance," Discussion Papers Series, Department of Economics, Tufts University 0706, Department of Economics, Tufts University.
  55. David Campbell & Alan Carruth & Andrew Dickerson & Francis Green, 2008. "Job Insecurity and Wages," Studies in Economics 0813, School of Economics, University of Kent.
  56. Clarke, George R. G., 1992. "More evidence on income distribution and growth," Policy Research Working Paper Series 1064, The World Bank.
  57. Jose A. F. Machado & Jose Mata, 2000. "Box-Cox quantile regression and the distribution of firm sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 253-274.
  58. Kevin A. Hassett & Gilbert E. Metcalf, 1998. "Investment With Uncertain Tax Policy: Does Random Tax Policy Discourage Investment?," Discussion Papers Series, Department of Economics, Tufts University 9823, Department of Economics, Tufts University.
  59. Vassilis Tselios, 2009. "Growth and Convergence in Income Per Capita and Income Inequality in the Regions of the EU," Spatial Economic Analysis, Taylor & Francis Journals, vol. 4(3), pages 343-370.
  60. Naifar, Nader & Hammoudeh, Shawkat, 2016. "Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 57-69.
  61. Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, EconWPA.
  62. Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015. "Currency Premia and Global Imbalances," 2015 Meeting Papers 1215, Society for Economic Dynamics.
  63. Cheng, Chia-Yi, 2014. "A longitudinal study of newcomer job embeddedness and sales outcomes for life insurance salespersons," Journal of Business Research, Elsevier, vol. 67(7), pages 1430-1438.
  64. Michelle L. Barnes & Anthony W. Hughes, 2002. "A quantile regression analysis of the cross section of stock market returns," Working Papers 02-2, Federal Reserve Bank of Boston.
  65. Appleton, Simon & Song, Lina & Xia, Qingjie, 2012. "Understanding Urban Wage Inequality in China 1988-2008: Evidence from Quantile Analysis," IZA Discussion Papers 7101, Institute for the Study of Labor (IZA).
  66. Mata, José & Woerter, Martin, 2013. "Risky innovation: The impact of internal and external R&D strategies upon the distribution of returns," Research Policy, Elsevier, vol. 42(2), pages 495-501.
  67. Kamhon KAN & Wei-Der TSAI, 2004. "Obesity and Risk Knowledge," IEAS Working Paper : academic research 04-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  68. Klaus Schmidt-Hebbel & Luis Servén, 1997. "Does Income Inequality Raise Aggregate Saving?," Working Papers Central Bank of Chile 08, Central Bank of Chile.
  69. repec:wyi:journl:002094 is not listed on IDEAS
  70. Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011. "Robust tests for heteroskedasticity in the one-way error components model," Journal of Econometrics, Elsevier, vol. 160(2), pages 300-310, February.
  71. Fotopoulos, Georgios & Louri-Dendrinou, Eleni, 2002. "Corporate Growth and FDI: Are Multinationals Stimulating Local Industrial Development?," CEPR Discussion Papers 3128, C.E.P.R. Discussion Papers.
  72. Jose Antonio Cabral Vieira & Joao Pedro Couto & Maria Teresa Tiago, 2006. "Regional Differences in Returns to Education in Portugal," ERSA conference papers ersa06p44, European Regional Science Association.
  73. Klenow, Peter J., 1998. "Ideas versus rival human capital: Industry evidence on growth models," Journal of Monetary Economics, Elsevier, vol. 42(1), pages 3-23, June.
  74. Gregory Kordas, 2006. "Smoothed binary regression quantiles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 387-407.
  75. Bellmann, Lutz & Gartner, Hermann, 2003. "Fakten zur Entwicklung der qualifikatorischen und sektoralen Lohnstruktur (Facts on the development of the qualification-related and sectoral wage structure)," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 36(4), pages 493-508.
  76. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
  77. Jolliffe, Dean, 2010. "Overweight and Poor? On the Relationship between Income and the Body Mass Index," IZA Discussion Papers 5366, Institute for the Study of Labor (IZA).
  78. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(04), pages 614-632, August.
  79. Juan José Dolado & E. Morales, 2007. "Which Factors Determine Academic Performance of Undergraduate Students in Economics?: Some Spanish Evidence," Working Papers 2007-23, FEDEA.
  80. Joop Hartog & Pedro T. Pereira & José A.C. Vieira, 1999. "Changing Returns to Education in Portugal during the 1980s and Early 1990s: OLS and quantile regression estimators," Tinbergen Institute Discussion Papers 99-002/3, Tinbergen Institute.
  81. Michael Fritsch & Viktor Slavtchev, 2008. "How Does Industry Specialization Affect the Efficiency of Regional Innovation Systems?," Jena Economic Research Papers 2008-058, Friedrich-Schiller-University Jena.
  82. Thomas Q. Pedersen, 2015. "Predictable Return Distributions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 114-132, 03.
  83. Johan Lundberg, 2004. "Using Spatial Econometrics to Analyze Local Growth in Sweden," ERSA conference papers ersa04p25, European Regional Science Association.
  84. Tanya O’Garra & Susana Mourato, 2007. "Public Preferences for Hydrogen Buses: Comparing Interval Data, OLS and Quantile Regression Approaches," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 36(4), pages 389-411, April.
  85. Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," Economics Working Papers (Ensaios Economicos da EPGE) 679, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  86. João Pedro W. de Azevedo, 2004. "Entrepreneurship And Liquidity Constraints In Deprived Areas: Evidence From The Slums Of Rio De Janeiro," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 135, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  87. Aggarwal, Rajesh K. & Samwick, Andrew A., 2006. "Empire-builders and shirkers: Investment, firm performance, and managerial incentives," Journal of Corporate Finance, Elsevier, vol. 12(3), pages 489-515, June.
  88. Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012. "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, vol. 8(3), pages 174-192.
  89. BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie, 2001. "A Spatial Econometric Analysis of Geographic Spillovers and Growth for European Regions, 1980-1995," LATEC - Document de travail - Economie (1991-2003) 2001-04, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  90. repec:rwi:repape:0227 is not listed on IDEAS
  91. Furno, Marilena, 1998. "Estimating the variance of the LAD regression coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 11-26, March.
  92. Fersterer, Josef & Winter-Ebmer, Rudolf, 2003. "Are Austrian returns to education falling over time?," Labour Economics, Elsevier, vol. 10(1), pages 73-89, February.
  93. Mello, Marcelo & Perrelli, Roberto, 2003. "Growth equations: a quantile regression exploration," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(4), pages 643-667.
  94. Gabe de Bondt & Tuomas Peltonen & Daniel Santabarbara, 2011. "Booms and busts in China's stock market: estimates based on fundamentals," Applied Financial Economics, Taylor & Francis Journals, vol. 21(5), pages 287-300.
  95. Agbeyegbe, Terence D., 2015. "An inverted U-shaped crude oil price return-implied volatility relationship," Review of Financial Economics, Elsevier, vol. 27(C), pages 28-45.
  96. Tindara Addabbo & Donata Favaro, 2009. "Education and wage differentials by gender in Italy," Center for Economic Research (RECent) 036, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  97. Kevin J. Boudreau & Nicola Lacetera & Karim R. Lakhani, 2011. "Incentives and Problem Uncertainty in Innovation Contests: An Empirical Analysis," Management Science, INFORMS, vol. 57(5), pages 843-863, May.
  98. H. Holgersson, 2006. "A graphical method for assessing multivariate normality," Computational Statistics, Springer, vol. 21(1), pages 141-149, March.
  99. Andrew M. Jones & Ángel López, 2004. "Allowing for heterogeneity in the decomposition of measures of inequality in health," Working Papers, Research Center on Health and Economics 929, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2005.
  100. Chevapatrakul, Thanaset, 2015. "Monetary environments and stock returns: International evidence based on the quantile regression technique," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 83-108.
  101. repec:wyi:journl:002112 is not listed on IDEAS
  102. Villalobos Barría, Carlos & Klasen, Stephan, 2016. "The impact of SENAI's vocational training program on employment, wages, and mobility in Brazil: Lessons for Sub Saharan Africa?," The Quarterly Review of Economics and Finance, Elsevier, vol. 62(C), pages 74-96.
  103. Holger Görg & Eric Strobl, 2002. "Multinational Companies and Entrant Start-up Size: Evidence from Quantile Regressions," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 20(1), pages 15-31, February.
  104. Shlomo Yitzhaki & Peter Lambert, 2013. "The relationship between the absolute deviation from a quantile and Gini’s mean difference," METRON, Springer;Sapienza Università di Roma, vol. 71(2), pages 97-104, September.
  105. Oliver Musshoff, 2011. "A behavioral economic analysis of bounded rationality in farm financing decisions," Agricultural Finance Review, Emerald Group Publishing, vol. 71(1), pages 62-83, May.
  106. Maria da Conceição Sampaio e Sousa, 2011. "Locally Provided Public Schooling in Brazilian Municipalities," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(3), pages 427-444.
  107. Joel L. Horowitz, 1996. "Bootstrap Methods for Median Regression Models," Econometrics 9608004, EconWPA.
  108. Jairo Núñez & Fabio Sánchez Torres, 2000. "Geography and Economic Development in Colombia: A Municipal Approach," Research Department Publications 3107, Inter-American Development Bank, Research Department.
  109. Chris Sakellariou, 2005. "Heterogeneity in the Returns to Education and Experience: Evidence from a High and a Low Income S.E. Asian Country," Economic Growth Centre Working Paper Series 0501, Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre.
  110. Thanaset Chevapatrakul & Kai-Hong Tee, 2014. "The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis," Discussion Papers 2014/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  111. Bergoña Álvarez & Fernando Ramos Palencia, 2016. "The Role of human capital in pre-industrial societies: skills and earnings in eighteenth-century Castile (Spain)," Working Papers 0099, European Historical Economics Society (EHES).
  112. Yang, Ann Shawing, 2016. "Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions," Emerging Markets Review, Elsevier, vol. 28(C), pages 140-154.
  113. Hirvonen, Lalaina, 2006. "Intergenerational Earnings Mobility Among Daughters and Sons: Evidence from Sweden and a Comparison with the United States," Working Paper Series 5/2006, Swedish Institute for Social Research.
  114. De Silva, Dakshina G. & Pownall, Rachel A.J. & Wolk, Leonard, 2012. "Does the sun ‘shine’ on art prices?," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 167-178.
  115. Mensi, Walid & Hammoudeh, Shawkat & Tiwari, Aviral Kumar, 2016. "New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile," Emerging Markets Review, Elsevier, vol. 28(C), pages 155-183.
  116. Oberhofer, Walter & Haupt, Harry, 2003. "Nonlinear quantile regression under dependence and heterogeneity," University of Regensburg Working Papers in Business, Economics and Management Information Systems 388, University of Regensburg, Department of Economics.
  117. Cox, Michael & Ross, Justin M., 2011. "Robustness and vulnerability of community irrigation systems: The case of the Taos valley acequias," Journal of Environmental Economics and Management, Elsevier, vol. 61(3), pages 254-266, May.
  118. Moshe Buchinsky, 1998. "Recent Advances in Quantile Regression Models: A Practical Guideline for Empirical Research," Journal of Human Resources, University of Wisconsin Press, vol. 33(1), pages 88-126.
  119. Magali Delmas & Maria Montes-Sancho & Jay P. Shimshack, 2007. "Information Disclosure Policies: Evidence from the Electricity Industry," Discussion Papers Series, Department of Economics, Tufts University 0707, Department of Economics, Tufts University.
  120. Bingham, Matthew F. & MacNair, Douglas J. & Dunford, Richard W., 1998. "Mad About Blue: An Empirical Comparison Of Minimum Absolute Deviations And Ordinary Least Squares Estimates Of Consumer Surplus," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20828, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  121. Cheng, Tsung-Chi, 2011. "Robust diagnostics for the heteroscedastic regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1845-1866, April.
  122. Chu-Chia Lin & Chien-Liang Chen & Ya-Chien Twu, 2012. "An Estimation of the Impact of Feng-Shui on Housing Prices in Taiwan¡GA Quantile Regression Application," International Real Estate Review, Asian Real Estate Society, vol. 15(3), pages 325-346.
  123. White, Halbert & Kim, Tae-Hwan, 2002. "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series qt1s38s0dn, Department of Economics, UC San Diego.
  124. Juhl, Ted & Sosa-Escudero, Walter, 2014. "Testing for heteroskedasticity in fixed effects models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 484-494.
  125. Jappelli, Tullio, 1995. "Does social security reduce the accumulation of private wealth? Evidence from Italian survey data," Ricerche Economiche, Elsevier, vol. 49(1), pages 1-31, March.
  126. Anton, Wilma Rose Q. & Deltas, George & Khanna, Madhu, 2002. "Incentives for Environmental Self-Regulation and Implications for Environmental Performance," Working Papers 02-0120, University of Illinois at Urbana-Champaign, College of Business.
  127. James W. Taylor & Derek W. Bunn, 1999. "A Quantile Regression Approach to Generating Prediction Intervals," Management Science, INFORMS, vol. 45(2), pages 225-237, February.
  128. Kano, Shigeki & Ohta, Makoto, 2005. "Estimating a matching function and regional matching efficiencies: Japanese panel data for 1973-1999," Japan and the World Economy, Elsevier, vol. 17(1), pages 25-41, January.
  129. Zhu, Ke & Ling, Shiqing, 2014. "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper 59099, University Library of Munich, Germany.
  130. Sim, Nicholas, 2016. "Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 31-45.
  131. repec:adr:anecst:y:2010:i:99-100:p:04 is not listed on IDEAS
  132. Buchinsky, Moshe, 1995. "Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study," Journal of Econometrics, Elsevier, vol. 68(2), pages 303-338, August.
  133. Miaw-Chwen Lee & Andrew Jones, 2006. "Heterogeneity in dentists’ activity in Taiwan: an application of quantile regression," Empirical Economics, Springer, vol. 31(1), pages 151-164, March.
  134. Shahidur R. Khandker & Zaid Bakht & Gayatri B. Koolwal, 2009. "The Poverty Impact of Rural Roads: Evidence from Bangladesh," Economic Development and Cultural Change, University of Chicago Press, vol. 57(4), pages 685-722, 07.
  135. Urban Gråsjö, 2012. "Imports, R&D and Local Patent Production," Chapters, in: The Regional Economics of Knowledge and Talent, chapter 14 Edward Elgar Publishing.
  136. Manning, Willard G. & Blumberg, Linda & Moulton, Lawrence H., 1995. "The demand for alcohol: The differential response to price," Journal of Health Economics, Elsevier, vol. 14(2), pages 123-148, June.
  137. Chevapatrakul, Thanaset, 2014. "Monetary environments and stock returns revisited: A quantile regression approach," Economics Letters, Elsevier, vol. 123(2), pages 122-126.
  138. Narula, Subhash C. & Wellington, John F. & Lewis, Stephen A., 2012. "Valuating residential real estate using parametric programming," European Journal of Operational Research, Elsevier, vol. 217(1), pages 120-128.
  139. Frazis, Harley & Loewenstein, Mark A., 2003. "Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables," Journal of Econometrics, Elsevier, vol. 117(1), pages 151-178, November.
  140. Bilias, Yannis & Chen, Songnian & Ying, Zhiliang, 2000. "Simple resampling methods for censored regression quantiles," Journal of Econometrics, Elsevier, vol. 99(2), pages 373-386, December.
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  142. Chamberlain, Gary, 2000. "Econometrics and decision theory," Journal of Econometrics, Elsevier, vol. 95(2), pages 255-283, April.
  143. Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
  144. Peracchi, Franco, 2002. "On estimating conditional quantiles and distribution functions," Computational Statistics & Data Analysis, Elsevier, vol. 38(4), pages 433-447, February.
  145. Zhu, Min, 2013. "Return distribution predictability and its implications for portfolio selection," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 209-223.
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  148. Furno, Marilena, 2013. "Quantile regression and structural change in the Italian wage equation," Economic Modelling, Elsevier, vol. 30(C), pages 420-434.
  149. Halkos, George, 2010. "Modelling biodiversity," MPRA Paper 39075, University Library of Munich, Germany.
  150. M. Bagella & L. Becchetti, 1999. "The Determinants of Motion Picture Box Office Performance: Evidence from Movies Produced in Italy," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 23(4), pages 237-256, November.
  151. Eric W. Christensen, 2004. "Scale and scope economies in nursing homes: A quantile regression approach," Health Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 363-377.
  152. Rajesh K. Aggarwal & Andrew A. Samwick, 1999. "Executive Compensation, Strategic Competition, and Relative Performance Evaluation: Theory and Evidence," Journal of Finance, American Finance Association, vol. 54(6), pages 1999-2043, December.
  153. Grimard, Franque, 1997. "Household consumption smoothing through ethnic ties: evidence from Cote d'Ivoire," Journal of Development Economics, Elsevier, vol. 53(2), pages 391-422, August.
  154. Wang, You-Gan & Shao, Quanxi & Zhu, Min, 2009. "Quantile regression without the curse of unsmoothness," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3696-3705, August.
  155. LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  156. Arize, Augustine C. & Malindretos, John & Nippani, Srinivas, 2004. "Variations in exchange rates and inflation in 82 countries: an empirical investigation," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 227-247, August.
  157. Robert G. Valletta, 2006. "Computer use and the U.S. wage distribution, 1984-2003," Working Paper Series 2006-34, Federal Reserve Bank of San Francisco.
  158. Insik Min & Inchul Kim, 2004. "A Monte Carlo comparison of parametric and nonparametric quantile regressions," Applied Economics Letters, Taylor & Francis Journals, vol. 11(2), pages 71-74.
  159. Miguel Ricardo Rueda, 2006. "Efecto De Exigencia En Calificación Sobre El Desempeño Académico. Estudio De Los Cursos De Matemáticas Básicos En La Universidad De Los Andes," DOCUMENTOS CEDE 002414, UNIVERSIDAD DE LOS ANDES-CEDE.
  160. Karuna Gomanee & Sourafel Girma & Oliver Morrissey, 2006. "Aid, Public Spending and Human Welfare: Evidence from Quantile Regressions," Working Papers id:761, eSocialSciences.
  161. De Silva, Dakshina G. & Dunne, Timothy & Kankanamge, Anuruddha & Kosmopoulou, Georgia, 2008. "The impact of public information on bidding in highway procurement auctions," European Economic Review, Elsevier, vol. 52(1), pages 150-181, January.
  162. Constantino Cronemberger Mendes & Maria da Conceição Sampaio de Sousa, 2004. "Demand for Locally provided Public Services Within the Median Voter`s Framework: The Case of the Brazilian Municipalities," Discussion Papers 1046, Instituto de Pesquisa Econômica Aplicada - IPEA.
  163. Dimelis, Sophia & Louri-Dendrinou, Eleni, 2001. "Foreign Direct Investment and Efficiency Benefits: A Conditional Quantile Analysis," CEPR Discussion Papers 2868, C.E.P.R. Discussion Papers.
  164. Vries, Gaaitzen J. de & Los, Bart & Castellacci, Fulvio, 2010. "Sectoral Productivity Trends:Convergence Islands in Oceans of Divergence," GGDC Research Memorandum GD-118, Groningen Growth and Development Centre, University of Groningen.
  165. Joshua D. Detre, 2011. "The influence of GM crop adoption on the profitability of farms operated by young and beginning farmers," Agricultural Finance Review, Emerald Group Publishing, vol. 71(1), pages 41-61, May.
  166. Aslanidis, Nektarios & Christiansen, Charlotte, 2014. "Quantiles of the realized stock–bond correlation and links to the macroeconomy," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 321-331.
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  169. Evans, Mary F. & Schaur, Georg, 2010. "A quantile estimation approach to identify income and age variation in the value of a statistical life," Journal of Environmental Economics and Management, Elsevier, vol. 59(3), pages 260-270, May.
  170. Mata, Jose & Machado, Jose A. F., 1996. "Firm start-up size: A conditional quantile approach," European Economic Review, Elsevier, vol. 40(6), pages 1305-1323, June.
  171. Xia, Qingjie & Song, Lina & Li, Shi & Appleton, Simon, 2013. "The Effects of the State Sector on Wage Inequality in Urban China: 1988–2007," IZA Discussion Papers 7142, Institute for the Study of Labor (IZA).
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  174. Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Nov 2014.
  175. Åsberg Sommar, Per & Shahnazarian, Hovick, 2008. "Macroeconomic Impact on Expected Default Frequency," Working Paper Series 219, Sveriges Riksbank (Central Bank of Sweden).
  176. Jin, Li, 2002. "CEO compensation, diversification, and incentives," Journal of Financial Economics, Elsevier, vol. 66(1), pages 29-63, October.
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  178. Smith, Patricia K. & Bogin, Barry & Varela-Silva, Maria Ines & Loucky, James, 2003. "Economic and anthropological assessments of the health of children in Maya immigrant families in the US," Economics & Human Biology, Elsevier, vol. 1(2), pages 145-160, June.
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  180. Im, Kyung So, 2000. "Robustifying Glejser test of heteroskedasticity," Journal of Econometrics, Elsevier, vol. 97(1), pages 179-188, July.
  181. Jørgen Lauridsen & Reinhold Kosfeld, 2007. "Spatial cointegration and heteroscedasticity," Journal of Geographical Systems, Springer, vol. 9(3), pages 253-265, September.
  182. Robert E. Evenson & Germano Mwabu, 1998. "The Effects of Agricultural Extension on Farm Yields in Kenya," Working Papers 798, Economic Growth Center, Yale University.
  183. Wilmar Cabrera & Adriana María Corredor-Waldron & Carlos Quicazán, "undated". "Requerimientos Macroprudenciales de capital y riesgo sistémico: Una aplicación para Colombia," Temas de Estabilidad Financiera 074, Banco de la Republica de Colombia.
  184. Qin Xiao & Donghyun Park, 2010. "Seoul housing prices and the role of speculation," Empirical Economics, Springer, vol. 38(3), pages 619-644, June.
  185. Yannis Bilias & Michael Haliassos, 2004. "The Distribution of Gains from Access to Stocks," CSEF Working Papers 125, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  186. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  187. Mauro S. Ferreira, 2007. "Capturing asymmetry in real exchange rate with quantile autoregression," Textos para Discussão Cedeplar-UFMG td306, Cedeplar, Universidade Federal de Minas Gerais.
  188. Halkos, George E., 2011. "Nonparametric modelling of biodiversity: Determinants of threatened species," Journal of Policy Modeling, Elsevier, vol. 33(4), pages 618-635, July.
  189. Jalan, Jyotsna & Ravallion, Martin, 1998. "Determinants of transient and chronic poverty : evidence from rural China," Policy Research Working Paper Series 1936, The World Bank.
  190. Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012. "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers 2012_09, Department of Economics, University of Venice "Ca' Foscari".
  191. Isengildina-Massa, Olga & Irwin, Scott H. & Good, Darrel L., 2008. "Quantile Regression Methods of Estimating Confidence Intervals for WASDE Price Forecasts," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6409, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  192. Maria Letizia Giorgetti, 2001. "Quantile Regression in Lower Bound Estimation," STICERD - Economics of Industry Papers 29, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  193. Yiguo Sun, 2005. "Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 105-127, May.
  194. Christian Manuel Posso, 2010. "Calidad del empleo y segmentación laboral: un análisis para el mercado laboral colombiano 2001-2006," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, February.
  195. Sun, Y., 2003. "Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models," Working Papers 2003-11, University of Guelph, Department of Economics and Finance.
  196. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
  197. Marcelo Bergolo & Fedora Carbajal, 2010. "Exploring the Urban-Rural Labor Income Gap in Uruguay: A Quantile Regression Decomposition," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 25(2), pages 133-168, Diciembre.
  198. K Autchariyapanitkul & S Chanaim & S Sriboonchitta & T Denoeux, 2014. "Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions," Post-Print hal-01127790, HAL.
  199. Brinja Meiseberg, 2014. "Trust the artist versus trust the tale: performance implications of talent and self-marketing in folk music," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 38(1), pages 9-42, February.
  200. Robert Maderitsch, 2015. "Spillovers from the USA to stock markets in Asia: a quantile regression approach," Applied Economics, Taylor & Francis Journals, vol. 47(44), pages 4714-4727, September.
  201. Fulvio Castellacci & Bart Los & Gaaitzen Vries, 2014. "Sectoral productivity trends: convergence islands in oceans of non-convergence," Journal of Evolutionary Economics, Springer, vol. 24(5), pages 983-1007, November.
  202. Andrews, Donald W. K. & Buchinsky, Moshe, 2001. "Evaluation of a three-step method for choosing the number of bootstrap repetitions," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 345-386, July.
  203. Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
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