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Quantile selection in non-linear GMM quantile models
(Elsevier, 2020-07-16)
This note proposes a non-linear GMM quantile regression model to estimate the quantile as an additional parameter. The limiting distribution is studied. An empirical application to an intertemporal consumption model built ...
Unconditional quantile regressions
(Wiley-Blackwell Publishing, Inc, 2009-05)
We propose a new regression method to evaluate the impact of changes in the distribution of the explanatory variables on quantiles of the unconditional (marginal) distribution of an outcome variable. The proposed method ...
Conditional vs Unconditional Quantile Regression Models: A Guide to Practitioners
(Pontificia Universidad Católica del Perú, 2021)
Conditional vs Unconditional Quantile Regression Models: A Guide to Practitioners
(Pontificia Universidad Católica of Peru. Departamento de Economía, 2021-10)
This paper analyzes two econometric tools that are used to evaluate distributional effects, condi-tional quantile regression (CQR) and unconditional quantile regression (UQR). Our main objectiveis to shed light on the ...
A practical generalized propensity-score estimator for quantile continuous treatment effects
(Stata Press, 2020-06-19)
In this article, we present a new command, qcte, that implements several methods for estimation and inference for quantile treatment-effects models with a continuous treatment. We propose a semiparametric two-step estimator, ...
Distributional counterfactual analysis with (common) deterministic trend units
(2018-01)
The goal of this paper is to extend the counterfactual methodologies in particular Carvalho et al. (2016), by considering the estimation of quantile counterfactuals in the presence of trend units. We derive an asymptotically ...
Asymmetric nexus between temperature and COVID-19 in the top ten affected provinces of China: A current application of quantile-onquantile approach
The present study examines the asymmetrical effect of temperature on COVID-19 (Coronavirus Disease) from 22
January 2020 to 31 March 2020 in the 10 most affected provinces in China. This study used the Sim & Zhou'
quan ...
Smoothing quantile regressions
(2018-04-08)
We propose to smooth the entire objective function rather than only the check function in a linear quantile regression context. We derive a uniform Bahadur-Kiefer representation for the resulting convolution-type kernel ...
Smoothing quantile regressions
(2017)
We propose to smooth the entire objective function rather than only the check function in a linear quantile regression context. We derive a uniform Bahadur-Kiefer representation for the resulting convolution-type kernel ...
Energy efficiency and China's sustainable carbon neutrality target: evidence from novel research methods quantile on quantile regression approach
(Routledge Journals, Taylor & Francis Ltd, 2022-03-16)
Since the last few decades, scholars and policy-makers have been struggling to find ways to achieve carbon neutrality target or a low carbon economy. To contribute to the existing literature regarding the said issue, this ...