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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. 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.
  2. Paolo Naticchioni & Andrea Ricci, 2009. "Falling Educational Wage Premia in Italy," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 4, December.
  3. 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.
  4. 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.
  5. Anton, W.R.Q.Wilma Rose Q. & Deltas, George & Khanna, Madhu, 2004. "Incentives for environmental self-regulation and implications for environmental performance," Journal of Environmental Economics and Management, Elsevier, vol. 48(1), pages 632-654, July.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Karuna, Christo, 2007. "Industry product market competition and managerial incentives," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 275-297, July.
  11. Klaus Schmidt-Hebbel & Luis Servén, 1997. "Does Income Inequality Raise Aggregate Saving?," Working Papers Central Bank of Chile 08, Central Bank of Chile.
  12. Paas, Tiiu & Schlitte, Friso, 2006. "Regional Income Inequality and Convergence Processes in the EU-25," HWWA Discussion Papers 355, Hamburg Institute of International Economics (HWWA).
  13. Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
  14. 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.
  15. 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.
  16. Johan Lundberg, 2004. "Using Spatial Econometrics to Analyze Local Growth in Sweden," ERSA conference papers ersa04p25, European Regional Science Association.
  17. 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.
  18. Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Nov 2014.
  19. 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).
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Imbens, Guido & Chamberlain, Gary, 1996. "Nonparametric Applications of Bayesian Inference," Scholarly Articles 3221493, Harvard University Department of Economics.
  25. 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.
  26. 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.
  27. 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).
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. Halkos, George, 2010. "Modelling biodiversity," MPRA Paper 39075, University Library of Munich, Germany.
  33. Cai, Zongwu & Xu, Xiaoping, 2008. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.
  34. repec:wyi:journl:002094 is not listed on IDEAS
  35. repec:adr:anecst:y:2010:i:99-100:p:04 is not listed on IDEAS
  36. 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".
  37. 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.
  38. repec:zbw:rwirep:0227 is not listed on IDEAS
  39. Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers 1139, California Institute of Technology, Division of the Humanities and Social Sciences.
  40. 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.
  41. 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.
  42. repec:hal:journl:peer-00768191 is not listed on IDEAS
  43. 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.
  44. David Campbell & Alan Carruth & Andrew Dickerson & Francis Green, 2008. "Job Insecurity and Wages," Studies in Economics 0813, School of Economics, University of Kent.
  45. 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.
  46. Shiqing Ling & Michael McAleer, 2003. "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series CIRJE-F-205, CIRJE, Faculty of Economics, University of Tokyo.
  47. 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.
  48. 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.
  49. Begoña Álvarez & Fernando Ramos Palencia, 2016. "The role of human capital in pre-industrial societies: Skills and earnings in eighteenth-century Castile (Spain)," Working Papers 16.03, Universidad Pablo de Olavide, Department of Economics, Quantitative Methods and Economic History.
  50. Zeebari, Zangin & Shukur, Ghazi, 2012. "On the Least Absolute Deviations Method for Ridge Estimation of SURE Models," HUI Working Papers 69, HUI Research.
  51. 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.
  52. 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).
  53. Pereira, Pedro Telhado & Martins, Pedro Silva, 2002. "Does Education Reduce Wage Inequality? Quantile Regressions Evidence from Fifteen European Countries," Discussion Papers 709, The Research Institute of the Finnish Economy.
  54. 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.
  55. 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.
  56. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
  57. 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.
  58. 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).
  59. repec:wyi:journl:002112 is not listed on IDEAS
  60. 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.
  61. 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.
  62. repec:dgr:rugggd:gd-118 is not listed on IDEAS
  63. 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.
  64. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
  65. 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.
  66. 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.
  67. 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.
  68. 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.
  69. 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.
  70. Frondel, Manuel & Ritter, Nolan & Vance, Colin, 2012. "Heterogeneity in the rebound effect: Further evidence for Germany," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 461–467.
  71. 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.
  72. Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
  73. Urban Gråsjö, 2012. "Imports, R&D and Local Patent Production," Chapters, in: The Regional Economics of Knowledge and Talent, chapter 14 Edward Elgar Publishing.
  74. 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.
  75. Kan, Kamhon & Tsai, Wei-Der, 2004. "Obesity and risk knowledge," Journal of Health Economics, Elsevier, vol. 23(5), pages 907-934, September.
  76. 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.
  77. 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.
  78. 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.
  79. repec:iab:iabmit:v:36:i:4:p:493-508 is not listed on IDEAS
  80. 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.
  81. Qu, Zhongjun, 2008. "Testing for structural change in regression quantiles," Journal of Econometrics, Elsevier, vol. 146(1), pages 170-184, September.
  82. 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.
  83. 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.
  84. Zhu, Min, 2013. "Return distribution predictability and its implications for portfolio selection," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 209-223.
  85. 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.
  86. Karuna Gomanee & Sourafel Girma & Oliver Morrissey, 2005. "Aid, public spending and human welfare: evidence from quantile regressions," Journal of International Development, John Wiley & Sons, Ltd., vol. 17(3), pages 299-309.
  87. Nguyen, Binh T. & Albrecht, James W. & Vroman, Susan B. & Westbrook, M. Daniel, 2007. "A quantile regression decomposition of urban-rural inequality in Vietnam," Journal of Development Economics, Elsevier, vol. 83(2), pages 466-490, July.
  88. 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.
  89. 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.
  90. Fersterer, Josef & Winter-Ebmer, Rudolf, 1999. "Are Austrian Returns to Education Falling Over Time?," IZA Discussion Papers 72, Institute for the Study of Labor (IZA).
  91. Michael Fritsch & Viktor Slavtchev, 2010. "How does industry specialization affect the efficiency of regional innovation systems?," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 45(1), pages 87-108, August.
  92. 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.
  93. 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.
  94. Dakshina De Silva & Timothy Dunne & Anuruddha Kankanamge & Georgia Kosmopoulou, 2005. "The Impact of Public Information on Bidding in Highway Procurement Auctions," Microeconomics 0511011, EconWPA.
  95. 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.
  96. 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.
  97. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
  98. Constantino Cronemberger Mendes & Maria da Conceicao Sampaio de Sousa, 2006. "Demand for locally provided public services within the median voter's framework: the case of the Brazilian municipalities," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 239-251.
  99. Wilmar Cabrera & Adriana María Corredor-Waldron & Carlos Quicazán, . "Requerimientos Macroprudenciales de capital y riesgo sistémico: Una aplicación para Colombia," Temas de Estabilidad Financiera 074, Banco de la Republica de Colombia.
  100. 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.
  101. 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.
  102. Whang, Yoon-Jae, 2006. "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, vol. 22(02), pages 173-205, April.
  103. 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.
  104. 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.
  105. 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.
  106. Juhl, Ted & Sosa-Escudero, Walter, 2014. "Testing for heteroskedasticity in fixed effects models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 484-494.
  107. 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.
  108. Joop Hartog & Pedro Pereira & Jose Vieira, 2001. "Changing returns to education in Portugal during the 1980s and early 1990s: OLS and quantile regression estimators," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1021-1037.
  109. 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).
  110. Andrew M. Jones & Ángel López, 2004. "Allowing for heterogeneity in the decomposition of measures of inequality in health," Economics Working Papers 929, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2005.
  111. Krueger, Alan B. & Schkade, David A., 2008. "The reliability of subjective well-being measures," Journal of Public Economics, Elsevier, vol. 92(8-9), pages 1833-1845, August.
  112. Clarke, George R. G., 1992. "More evidence on income distribution and growth," Policy Research Working Paper Series 1064, The World Bank.
  113. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(04), pages 614-632, August.
  114. 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).
  115. 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.
  116. Robert E. Evenson & Germano Mwabu, 1998. "The Effects of Agricultural Extension on Farm Yields in Kenya," Working Papers 798, Economic Growth Center, Yale University.
  117. 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.
  118. 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.
  119. Thomas Q. Pedersen, 2015. "Predictable Return Distributions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 114-132, 03.
  120. Jin, Li, 2002. "CEO compensation, diversification, and incentives," Journal of Financial Economics, Elsevier, vol. 66(1), pages 29-63, October.
  121. Furno, Marilena, 1998. "Estimating the variance of the LAD regression coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 11-26, March.
  122. 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].
  123. 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.
  124. Xing, Chunbing, 2010. "Residual Wage Inequality in Urban China, 1995-2007," IZA Discussion Papers 5003, Institute for the Study of Labor (IZA).
  125. 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).
  126. 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, July.
  127. Christian M. Dahl & Daniel le Maire & Jakob R. Munch, 2013. "Wage Dispersion and Decentralization of Wage Bargaining," Journal of Labor Economics, University of Chicago Press, vol. 31(3), pages 501 - 533.
  128. 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.
  129. 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.
  130. H. Holgersson, 2006. "A graphical method for assessing multivariate normality," Computational Statistics, Springer, vol. 21(1), pages 141-149, March.
  131. 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".
  132. 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.
  133. 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.
  134. Chevapatrakul, Thanaset, 2014. "Monetary environments and stock returns revisited: A quantile regression approach," Economics Letters, Elsevier, vol. 123(2), pages 122-126.
  135. 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.
  136. Juan José Dolado & E. Morales, 2007. "Which Factors Determine Academic Performance of Undergraduate Students in Economics?: Some Spanish Evidence," Working Papers 2007-23, FEDEA.
  137. Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
  138. 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.
  139. 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.
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