Buscar
Mostrando ítems 21-30 de 600
Artificial Neural Network, Quantile and Semi-Log Regression Modelling of Mass Appraisal in Housing
We used a large sample of 188,652 properties, which represented 4.88% of the total housing
stock in Catalonia from 1994 to 2013, to make a comparison between different real estate valuation
methods based on artificial ...
Quantile effects of prenatal care utilization on birth weight in Argentina
(John Wiley & Sons Ltd, 2009-11)
The effects of prenatal care utilization on birth weight (BW) may vary by unobserved fetal health endowments. This heterogeneity will be masked by estimating the effects at BW mean but can be evaluated by estimating the ...
Evaluating Value-at-Risk models via Quantile regressions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2008-09-04)
This paper is concerned with evaluating value at risk estimates. It is well known that using only binary variables to do this sacrifices too much information. However, most of the specification tests (also called backtests) ...
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study
(MDPI, 2015-10)
This paper evaluates bootstrap inference methods for quantile regression panel data models. We propose to construct confidence intervals for the parameters of interest using percentile bootstrap with pairwise resampling. ...
Reduced form vector directional quantiles
(Elsevier Inc, 2017-06)
In this paper, we develop a reduced form multivariate quantile model, using a directional quantile framework. The proposed model is the solution to a collection of directional quantile models for a fixed orthonormal basis, ...
A Note on Forecasting Daily Peruvian Stock Market Volatility Risk Using Intraday Returns
(Pontificia Universidad Católica del Perú, 2019)