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Quantile regression 40 years on

Citations

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Cited by:

  1. Shi, Zheng, 2023. "The impact of regional ICT development on job quality of the employee in China," Telecommunications Policy, Elsevier, vol. 47(6).
  2. Evangelista, Rui & Silva, João Andrade e & Ramalho, Esmeralda A., 2022. "How heterogeneous is the impact of energy efficiency on dwelling prices? Evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market," Energy Economics, Elsevier, vol. 109(C).
  3. 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.
  4. Xenxo Vidal-Llana & Carlos Salort Sánchez & Vincenzo Coia & Montserrat Guillen, 2022. ""Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions"," IREA Working Papers 202215, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
  5. 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.
  6. Camehl, Annika & Fok, Dennis & Gruber, Kathrin, 2025. "On superlevel sets of conditional densities and multivariate quantile regression," Journal of Econometrics, Elsevier, vol. 249(PA).
  7. Damian Clarke & Manuel Llorca Jaña & Daniel Pailañir, 2023. "The use of quantile methods in economic history," Historical Methods: A Journal of Quantitative and Interdisciplinary History, Taylor & Francis Journals, vol. 56(2), pages 115-132, April.
  8. 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).
  9. Avinno Faruk, 2021. "Analysing the glass ceiling and sticky floor effects in Bangladesh: evidence, extent and elements," SN Business & Economics, Springer, vol. 1(9), pages 1-23, September.
  10. Harry Anthony Patrinos & Angelica Rivera-Olvera, 2026. "Education and Earnings in Arkansas," Journal of Economic Insight, Missouri Valley Economic Association, vol. 52(1), pages 71-122.
  11. 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.
  12. 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.
  13. Kaushik Gala & Andreas Schwab, 2026. "A Methodological Guide for Quantitative Analysis of Star Performance in Entrepreneurship," Entrepreneurship Theory and Practice, , vol. 50(3), pages 931-973, May.
  14. Francisco J. Delgado, 2021. "On the Determinants of Fiscal Decentralization: Evidence From the EU," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(56), pages 206-206, February.
  15. Chen, Xiaohong & Pouzo, Demian & Powell, James L., 2019. "Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions," Journal of Econometrics, Elsevier, vol. 213(1), pages 30-53.
  16. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
  17. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon–Jae Whang, 2025. "Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation," Econometric Reviews, Taylor & Francis Journals, vol. 44(5), pages 630-648, May.
  18. Francesca Caselli & Mr. Philippe Wingender, 2018. "Bunching at 3 Percent: The Maastricht Fiscal Criterion and Government Deficits," IMF Working Papers 2018/182, International Monetary Fund.
  19. Petrella, Lea & Raponi, Valentina, 2019. "Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 70-84.
  20. Ahmed, Walid M.A., 2021. "Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  21. 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).
  22. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
  23. Gareth W. Peters, 2018. "General Quantile Time Series Regressions for Applications in Population Demographics," Risks, MDPI, vol. 6(3), pages 1-47, September.
  24. 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.
  25. Harding, Matthew & Kettler, Kyle & Lamarche, Carlos & Ma, Lala, 2023. "The (alleged) environmental and social benefits of dynamic pricing," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 574-593.
  26. Anne M. Lausier & Shaleen Jain, 2018. "Diversity in global patterns of observed precipitation variability and change on river basin scales," Climatic Change, Springer, vol. 149(2), pages 261-275, July.
  27. Guillen, Montserrat & Bermúdez, Lluís & Pitarque, Albert, 2021. "Joint generalized quantile and conditional tail expectation regression for insurance risk analysis," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 1-8.
  28. Gratiela Georgiana Noja & Mirela Cristea & Miruna Lucia Nachescu & Flavia Mirela Barna & Gheorghe Hurduzeu, 2026. "Digitalisation, Innovation, and Performance of SMEs in Central and Eastern Europe: A Spatial and Distributional Analysis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 28(72), pages 526-526, April.
  29. Valérie Mignon & Jamel Saadaoui, 2022. "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Working Papers of BETA 2022-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  30. Lihua Lei & Emmanuel J. Candès, 2021. "Conformal inference of counterfactuals and individual treatment effects," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 911-938, November.
  31. Tatsushi Oka & Ken Yamada, 2019. "Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-group Inequality," Papers 1903.03925, arXiv.org, revised Jul 2019.
  32. 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.
  33. 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).
  34. 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.
  35. Reid, Monique & Siklos, Pierre & Plessis, Stan Du, 2021. "What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting," Economic Systems, Elsevier, vol. 45(3).
  36. Mikael Juselius & Nikola Tarashev, 2020. "Forecasting expected and unexpected losses," BIS Working Papers 913, Bank for International Settlements.
  37. Amalia Álvarez-Benjumea & Fabian Winter, 2020. "The Breakdown of Anti-Racist Norms: A Natural Experiment on Normative Uncertainty after Terrorist Attacks," Discussion Paper Series of the Max Planck Institute for Behavioral Economics 2020_05, Max Planck Institute for Behavioral Economics.
  38. Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae, 2020. "Quantilograms Under Strong Dependence," Econometric Theory, Cambridge University Press, vol. 36(3), pages 457-487, June.
  39. Niwen Zhou & Xu Guo & Lixing Zhu, 2022. "The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 718-743, June.
  40. Abuya, Benta A. & Muhia, Nelson & Kiroro, Francis & Karisa, Amani, 2025. "Testing the impact of an education after-school support program on adolescents’ literacy and numeracy achievement in urban Kenya," International Journal of Educational Development, Elsevier, vol. 119(C).
  41. Xu Chen & Surya T. Tokdar, 2021. "Joint quantile regression for spatial data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(4), pages 826-852, September.
  42. Fabio Zambuto, 2021. "Quality checks on granular banking data: an experimental approach based on machine learning," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Micro data for the macro world, volume 53, Bank for International Settlements.
  43. Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Reprint: Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 239(2).
  44. repec:rim:rimwps:23-03 is not listed on IDEAS
  45. 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.
  46. 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).
  47. 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.
  48. Rita Pimentel & Morten Risstad & Sjur Westgaard, 2022. "Predicting interest rate distributions using PCA & quantile regression," Digital Finance, Springer, vol. 4(4), pages 291-311, December.
  49. Christian L. E. Franzke & Herminia Torelló i Sentelles, 2020. "Risk of extreme high fatalities due to weather and climate hazards and its connection to large-scale climate variability," Climatic Change, Springer, vol. 162(2), pages 507-525, September.
  50. 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).
  51. 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.
  52. Hemir da Cunha Santiago & José Carlos da Silva Cavalcanti & Ricardo Bastos Cavalcante Prudêncio & Mohamed A. Mohamed & Leonie Asfora Sarubbo & Attilio Converti & Manoel Henrique da Nóbrega Marinho, 2023. "A Novel Remaining Useful Estimation Model to Assist Asset Renewal Decisions Applied to the Brazilian Electric Sector," Energies, MDPI, vol. 16(6), pages 1-24, March.
  53. 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).
  54. Tao Hu & Baosheng Liang, 2021. "A New Class of Estimators Based on a General Relative Loss Function," Mathematics, MDPI, vol. 9(10), pages 1-19, May.
  55. Franzke, Christian L.E., 2021. "Towards the development of economic damage functions for weather and climate extremes," Ecological Economics, Elsevier, vol. 189(C).
  56. Maximilian Buchholz & Harald Bathelt & John A. Cantwell, 0. "Income divergence and global connectivity of U.S. urban regions," Journal of International Business Policy, Palgrave Macmillan, vol. 0, pages 1-20.
  57. Sánchez Serrano, Antonio, 2021. "The impact of non-performing loans on bank lending in Europe: An empirical analysis," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  58. 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.
  59. 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).
  60. Isayev, Mugabil, 2026. "Financial inclusion and economic growth: The role of non-bank financial intermediation," International Review of Economics & Finance, Elsevier, vol. 105(C).
  61. 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.
  62. 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.
  63. 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.
  64. Holly Brannelly & Andrea Macrina & Gareth W. Peters, 2019. "Quantile Diffusions for Risk Analysis," Papers 1912.10866, arXiv.org, revised Sep 2021.
  65. Anthoulla Phella, 2020. "Consistent Specification Test of the Quantile Autoregression," Papers 2010.03898, arXiv.org, revised Jan 2024.
  66. Alexander Robitzsch & Oliver Lüdtke, 2022. "Mean Comparisons of Many Groups in the Presence of DIF: An Evaluation of Linking and Concurrent Scaling Approaches," Journal of Educational and Behavioral Statistics, , vol. 47(1), pages 36-68, February.
  67. 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.
  68. Westhoff, Leonie & Bukodi, Erzsébet & H. Goldthorpe, John, 2021. "Social Class and Earnings Trajectories in 14 European Countries," INET Oxford Working Papers 2021-17, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  69. 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).
  70. Pukkala, Timo, 2022. "Assessing the externalities of timber production," Forest Policy and Economics, Elsevier, vol. 135(C).
  71. Yingying Jiang & Fuming Lin & Yong Zhou, 2021. "The kth power expectile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(1), pages 83-113, February.
  72. 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.
  73. Caselli, Francesca & Wingender, Philippe, 2021. "Heterogeneous effects of fiscal rules: The Maastricht fiscal criterion and the counterfactual distribution of government deficits✰," European Economic Review, Elsevier, vol. 136(C).
  74. Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 238(1).
  75. Fabio Bellini & Ilaria Peri, 2021. "An axiomatization of $\Lambda$-quantiles," Papers 2109.02360, arXiv.org, revised Jan 2022.
  76. 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.
  77. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023. "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
  78. Tosi, Francesca & Rettaroli, Rosella, 2022. "Intergenerational transmission of dietary habits among Italian children and adolescents," Economics & Human Biology, Elsevier, vol. 44(C).
  79. Mikael Juselius & Nikola Tarashev, 2020. "Forecasting expected and unexpected losses," BIS Working Papers 913, Bank for International Settlements.
  80. Rubbaniy, Ghulame & Tee, Kienpin & Iren, Perihan & Abdennadher, Sonia, 2022. "Investors’ mood and herd investing: A quantile-on-quantile regression explanation from crypto market," Finance Research Letters, Elsevier, vol. 47(PA).
  81. Tu, Yundong & Wang, Siwei, 2025. "Quantile prediction with factor-augmented regression: Structural instability and model uncertainty," Journal of Econometrics, Elsevier, vol. 249(PB).
  82. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 13/22, Monash University, Department of Econometrics and Business Statistics.
  83. 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).
  84. Chen, Tianbo & Li, Ta-Hsin & Zhu, Hanbing & Gao, Wenwu, 2026. "Expectile periodogram," Computational Statistics & Data Analysis, Elsevier, vol. 217(C).
  85. Carlos Lamarche, 2023. "Quantile Regression with an Endogenous Misclassified Binary Regressor," CEDLAS, Working Papers 0318, CEDLAS, Universidad Nacional de La Plata.
  86. 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.
  87. D Barrera & S Cr'epey & E Gobet & Hoang-Dung Nguyen & B Saadeddine, 2022. "Statistical Learning of Value-at-Risk and Expected Shortfall," Papers 2209.06476, arXiv.org, revised Sep 2024.
  88. 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).
  89. Maximilian Buchholz & Harald Bathelt & John A. Cantwell, 2020. "Income divergence and global connectivity of U.S. urban regions," Journal of International Business Policy, Palgrave Macmillan, vol. 3(3), pages 229-248, September.
  90. Florina Burdet & Monica Ioana Pop Silaghi, 2026. "Asset prices and durable spending in Central and Eastern Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 53(2), pages 417-461, May.
  91. D Barrera & S Crépey & E Gobet & Hoang-Dung Nguyen & B Saadeddine, 2024. "Statistical Learning of Value-at-Risk and Expected Shortfall," Working Papers hal-03775901, HAL.
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