Gilbert W. Bassett, Jr. : Citation Profile

Are you Gilbert W. Bassett, Jr.?

University of Illinois at Chicago

8

H index

8

i10 index

3469

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

RESEARCH ACTIVITY:

   36 years (1978 - 2014). See details.
   Cites by year: 96
   Journals where Gilbert W. Bassett, Jr. has often published
   Relations with other researchers
   Recent citing documents: 297.    Total self citations: 2 (0.06 %)

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   Permalink: http://citec.repec.org/pba248
   Updated: 2021-02-20    RAS profile: 2016-02-20    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gilbert W. Bassett, Jr..

Is cited by:

Chernozhukov, Victor (31)

GUPTA, RANGAN (24)

Asongu, Simplice (22)

Coad, Alex (18)

Kim, Tae-Hwan (18)

Härdle, Wolfgang (16)

Gaglianone, Wagner (16)

Wagner, Joachim (15)

Wohar, Mark (14)

Caporin, Massimiliano (14)

Fernandez-Val, Ivan (14)

Cites to:

Campbell, John (6)

Shiller, Robert (4)

Diebold, Francis (3)

Christoffersen, Peter (3)

Wakker, Peter (2)

koenker, roger (2)

Manganelli, Simone (2)

Engle, Robert (2)

Kahneman, Daniel (2)

Rabin, Matthew (2)

Startz, Richard (2)

Main data

Where Gilbert W. Bassett, Jr. has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Econometrica3

Recent works citing Gilbert W. Bassett, Jr. (2021 and 2020)

YearTitle of citing document
2020Corporate Governance: A Major Factor in Shareholder Activism in Brazil. (2020). Collares, Marta Leite. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:24:y:2020:i:5:1402.

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2020Estimating the effect of Democracy, Governance and Militarisation on Peace in Africa. (2020). Ekeocha, Davidmac O ; Odo, Kingsley O ; Iheonu, Chimere O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/046.

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2020The Green Economy and Inequality in Sub-Saharan Africa: Avoidable Thresholds and Thresholds for Complementary Policies. (2020). Asongu, Simplice ; Odhiambo, Nicholas M. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/097.

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2020Estimating the effect of Democracy, Governance and Militarisation on Peace in Africa. (2020). Iheonu, Chimere ; Ekeocha, Davidmac O ; Odo, Kingsley O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/046.

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2020The Green Economy and Inequality in Sub-Saharan Africa: Avoidable Thresholds and Thresholds for Complementary Policies. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/097.

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2020Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS. (2020). Palm, Franz ; Dohmen, Thomas ; Pollmann, Daniel . In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:028.

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2050Density estimation using bootstrap quantile variance and quantile-mean covariance. (2050). Montes-Rojas, Gabriel ; Mena, Andres Sebastian. In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES). RePEc:ake:iiepdt:202050.

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2020On a robust risk measurement approach for capital determination errors minimization. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829.

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2020Improving Value-at-Risk prediction under model uncertainty. (2018). Yao, Jianfeng ; Yang, Shuzhen. In: Papers. RePEc:arx:papers:1805.03890.

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2020Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2020Elicitability of Range Value at Risk. (2019). Ziegel, Johanna F ; Fissler, Tobias. In: Papers. RePEc:arx:papers:1902.04489.

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2020Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

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2020Quantile Diffusions. (2019). Peters, Gareth W ; Macrina, Andrea ; Brannelly, Holly. In: Papers. RePEc:arx:papers:1912.10866.

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2020Bayesian Median Autoregression for Robust Time Series Forecasting. (2020). Li, Meng ; Zeng, Zijian. In: Papers. RePEc:arx:papers:2001.01116.

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2020Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798.

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2020Scoring Functions for Multivariate Distributions and Level Sets. (2020). Li, Siran ; Ben Taieb, Souhaib ; Taylor, James W ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2002.09578.

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2020Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

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2021An Adaptive Recursive Volatility Prediction Method. (2020). Wintenberger, Olivier ; Werge, Nicklas. In: Papers. RePEc:arx:papers:2006.02077.

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2020Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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2020An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130.

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2020Instrumental Variable Quantile Regression. (2020). Wuthrich, Kaspar ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2009.00436.

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2020Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2020Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions. (2020). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:2011.06416.

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2020Quantile regression with generated dependent variable and covariates. (2020). Bhattacharya, Jayeeta. In: Papers. RePEc:arx:papers:2012.13614.

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2021Better Bunching, Nicer Notching. (2021). Bertanha, Marinho ; Seegert, Nathan ; McCallum, Andrew H. In: Papers. RePEc:arx:papers:2101.01170.

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2021Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Lee, Ji Hyung ; Fan, Rui ; Shin, Youngki. In: Papers. RePEc:arx:papers:2101.11568.

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2020The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:2007.

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2020What can commercial property performance reveal about bank valuations?. (2020). Takats, Elod ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:900.

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2020Does financial development reduce the size of the informal economy in sub?Saharan African countries?. (2020). Ngameni, Joseph Pasky ; Nembot, Luc Ndeffo ; Njangang, Henri. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:375-391.

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2020Censored quantile regression model with time?varying covariates under length?biased sampling. (2020). Sit, Tony ; Cai, Zexi. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:4:p:1201-1215.

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2020Disentangling the drivers of renewable energy investments: The role of behavioral factors. (2020). POLEMIS, MICHAEL ; Spais, Achilleas. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:6:p:2170-2180.

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2021Factors affecting corporate environmental disclosure in emerging markets: The role of corporate governance structures. (2021). Gerged, Ali Meftah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:609-629.

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2020Estimating portfolio risk for tail risk protection strategies. (2020). Lohre, Harald ; Happersberger, David ; Nolte, Ingmar. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1107-1146.

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2020Safehavenness of the Chinese renminbi. (2020). Fong, Tom ; Tong, Alfred Yun. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:215-233.

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2020The use of sampling weights in M‐quantile random‐effects regression: an application to Programme for International Student Assessment mathematics scores. (2020). Salvati, Nicola ; Spagnolo, Francesco Schirripa ; Nicaise, Ides ; Dagostino, Antonella. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:991-1012.

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2020Wage premium of Communist Party membership: Evidence from China. (2020). Nikolov, Plamen ; Acker, Kevin ; Wang, Hongjian ; Jianwang, Hong. In: Pacific Economic Review. RePEc:bla:pacecr:v:25:y:2020:i:3:p:309-338.

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2020Pre‐Hurricane Consumer Stockpiling and Post‐Hurricane Product Availability: Empirical Evidence from Natural Experiments. (2020). Dresner, Martin ; Pan, Xiaodan ; Zhang, Jun A ; Mantin, Benny. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:10:p:2350-2380.

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2020Is Gibrats law robust when cities interact each other?. (2020). Marques, Andre M ; Grudtner, Vanessa. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:4:p:1087-1111.

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2020Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization. (2020). STUPFLER, Gilles ; Girard, Stephane ; Gardes, Laurent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:922-949.

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2020The link between bank competition and risk in the United Kingdom: two views for policymaking. (2020). Straughan, Michael ; Francis, William B ; De-Ramon, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0885.

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2020Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013.

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2020Defence Spending and Unemployment in the USA: Disaggregated Analysis by Gender and Age Groups. (2020). Tzeremes, Panayiotis ; Kollias, Christos ; Suzanna-Maria, Paleologou. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:26:y:2020:i:2:p:13:n:1.

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2020When the Minimum Wage Really Bites Hard: Impact on Top Earners and Skill Supply. (2020). Gregory, Terry ; Zierahn, Ulrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8540.

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2021Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach. (2021). Fateh, BELAID ; Rault, Christophe ; Belaid, Fateh. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8815.

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2020You Get What You Pay For: Sources and Consequences of the Public Sector Premium in Albania and Sri Lanka. (2020). Hausmann, Ricardo ; Nedelkoska, Ljubica ; Noor, Sehar. In: CID Working Papers. RePEc:cid:wpfacu:376.

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2020Growth-and-Risk Trade-off. (2020). Gadea, Maria Dolores ; Laeven, Luc ; Perez-Quiros, Gabriel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14492.

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2020Earning structure and heterogeneity of the labor market: Evidence from DR Congo. (2020). Ibale, Douglas Amuli. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2020037.

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2020Selection into Employment and the Gender Wage Gap across the Distribution and over Time. (2020). Wrohlich, Katharina ; Granados, Patricia Gallego. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1070.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020Women on corporate boards, stated-owned enterprises and firm performance: Evidence from Vietnam and quantile regression. (2020). Le, Nhu Tuyen ; Houanti, L'Hocine ; Dang, Rey ; Sahut, Jean-Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01136.

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2020Role of presidential uncertainties on the hotel industry. (2020). Uddin, Gazi ; Bhadra, Amit ; Dutta, Anupam ; Das, Debojyoti. In: Annals of Tourism Research. RePEc:eee:anture:v:81:y:2020:i:c:s0160738319301197.

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2020The halo effect: A longitudinal approach. (2020). Martin-Fuentes, Eva ; Mellinas, Juan Pedro ; Nicolau, Juan Luis. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300827.

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2020Political uncertainty and the us tourism index returns. (2020). Demiralay, Sercan. In: Annals of Tourism Research. RePEc:eee:anture:v:84:y:2020:i:c:s0160738320300190.

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2020Day-ahead short-term load probability density forecasting method with a decomposition-based quantile regression forest. (2020). He, Zhongzheng ; Liu, Guangbiao ; Feng, Kuaile ; Mo, LI ; Zhou, Jianzhong. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261919320835.

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2020Probabilistic forecasts of time and energy flexibility in battery electric vehicle charging. (2020). Weinhardt, Christof ; Dann, David ; Huber, Julian. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300374.

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2020The heterogeneous effects of socioeconomic determinants on PM2.5 concentrations using a two-step panel quantile regression. (2020). Liao, Zangyi ; Ye, Bin ; Kong, Ying ; Ren, Xiaohang ; Yan, Dan. In: Applied Energy. RePEc:eee:appene:v:272:y:2020:i:c:s0306261920307583.

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2020Robust estimation of outage costs in South Korea using a machine learning technique: Bayesian Tobit quantile regression. (2020). Lee, Jun Seok ; Ho, Seung ; Se, MO ; Kim, Wonse. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920311971.

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2021Very short term load forecasting of residential electricity consumption using the Markov-chain mixture distribution (MCM) model. (2021). Widen, Joakim ; van der Meer, Dennis ; Munkhammar, Joakim. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315816.

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2020Corruption and capital structure in emerging markets: A panel quantile regression approach. (2020). Kannadhasan, M ; Singh, Bhanu Pratap. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303440.

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2020Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency. (2020). Chatziantoniou, Ioannis ; Sagitova, Roza ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:6:s0890838919300885.

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2020How does capital buffer affect bank risk-taking? New evidence from China using quantile regression. (2020). Sun, Chen ; Zhang, Jinyi ; Jiang, Hai. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19300537.

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2020Ensemble quantile classifier. (2020). McLeod, Ian ; Lai, Yuanhao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s016794731930204x.

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2020Single-index modal regression via outer product gradients. (2020). Lu, Xuewen ; Tian, Guoliang ; Yang, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302221.

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2020Bayesian bridge-randomized penalized quantile regression. (2020). Song, Xinyuan ; Tian, Yuzhu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302312.

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2020Computing confidence intervals from massive data via penalized quantile smoothing splines. (2020). Berglund, Andrew J ; del Castillo, Enrique ; Zhang, Likun ; Govind, Nirmal ; Tingley, Martin P. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302403.

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2020Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response. (2020). Wang, Lei ; Zhang, Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302439.

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2020Quantile regression in big data: A divide and conquer based strategy. (2020). Zhou, Yong ; Chen, Lanjue. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302476.

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2020Weighted quantile regression in varying-coefficient model with longitudinal data. (2020). Zhu, Zhongyi ; Tang, Yanlin ; Lin, Fangzheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947320300062.

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2020Semiparametric estimation for linear regression with symmetric errors. (2020). Seo, Byungtae ; Chee, Chew-Seng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301444.

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2021Robust variable selection with exponential squared loss for the spatial autoregressive model. (2021). Lin, LU ; Zhu, Yanji ; Liang, Xijun ; Song, Yunquan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301857.

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2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets. (2020). Cheffou, Abdoulkarim Idi ; Jawadi, Nabila ; ben Ameur, Hachmi. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:200-210.

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2020Heterogeneous firms, corporate taxes and export behavior: A firm-level investigation for Italy. (2020). Ferrante, Francesco ; Parisi, Valentino ; Federici, Daniela. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:98-112.

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2020The heterogeneity of beauty premium in China: Evidence from CFPS. (2020). Ying, Shanshan ; Wang, XI ; Peng, Langchuan. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:386-396.

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2020Unemployment duration, Fiscal and monetary policies, and the output gap: How do the quantile relationships look like?. (2020). Zamanzadeh, Akbar ; Chan, Marc ; Ehsani, Mohammad Ali ; Ganjali, Mojtaba. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:613-632.

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2020Does medicaid generosity affect household income?. (2020). Kumar, Anil. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:239-256.

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2020Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis. (2020). Zhao, Zhao ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:728-736.

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2020Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Souza, Ivan ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302316.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656.

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2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

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2020Marginal effects of public employment on unconditional distribution of wage income in China. (2020). Chen, Mei-Yuan ; Xiao, Wei ; Ma, Xiao-Xiang ; Su, Zhi-fang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303681.

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2020Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510.

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2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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2020Scrutinizing the direct rebound effect for French households using quantile regression and data from an original survey. (2020). Fateh, BELAID ; Lazaric, Nathalie ; ben Youssef, Adel ; Belaid, Fateh. In: Ecological Economics. RePEc:eee:ecolec:v:176:y:2020:i:c:s0921800920306698.

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2020Distributional impacts of soil erosion on agricultural productivity and welfare in Malawi. (2020). Pallante, Giacomo ; Palma, Alessandro ; Asfaw, Solomon. In: Ecological Economics. RePEc:eee:ecolec:v:177:y:2020:i:c:s0921800919320075.

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2020Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue?. (2020). Das, Debojyoti ; Dutta, Anupam. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302526.

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2020Unconditional quantile regression analysis of UK inbound tourist expenditures. (2020). Woodward, Richard ; Sharma, Abhijit ; Grillini, Stefano. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304331.

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2020Quantile stochastic frontier models with endogeneity. (2020). Andrikopoulos, Athanasios ; Assaf, George A ; Tsionas, Mike G. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300136.

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2020Vulnerable growth in the euro area: Measuring the financial conditions. (2020). Jarociński, Marek ; Figueres, Juan ; Jarociski, Marek. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s016517652030104x.

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2020Quantile selection in non-linear GMM quantile models. (2020). Montes-Rojas, Gabriel ; Galvao, Antonio F ; de Castro, Luciano. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302470.

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2020Limiting risk premia in EMEs: The role of FX reserves. (2020). Kohlscheen, Emanuel. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s016517652030344x.

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2020Jackknife model averaging for expectile regressions in increasing dimension. (2020). Wang, Siwei ; Tu, Yundong. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303670.

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2020Inference on distribution functions under measurement error. (2020). Whang, Yoon-Jae ; Otsu, Taisuke ; Kurisu, Daisuke ; Adusumilli, Karun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:131-164.

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2020Variable selection for high-dimensional regression models with time series and heteroscedastic errors. (2020). Ing, Ching-Kang ; Guo, Meihui ; Chiou, Hai-Tang. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:118-136.

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2020Estimating derivatives of function-valued parameters in a class of moment condition models. (2020). Wied, Dominik ; Rothe, Christoph. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:1-19.

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2020Volatility estimation and jump detection for drift–diffusion processes. (2020). Shi, Shuping ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:259-290.

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More than 100 citations found, this list is not complete...

Works by Gilbert W. Bassett, Jr.:

YearTitleTypeCited
2010March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4
2014WHAT DOES β SMB > 0 REALLY MEAN? In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
1986Strong Consistency of Regression Quantiles and Related Empirical Processes In: Econometric Theory.
[Full Text][Citation analysis]		article13
2006Conceptualizing Inequality and Risk In: Journal of the History of Economic Thought.
[Full Text][Citation analysis]		article0
1978Regression Quantiles. In: Econometrica.
[Full Text][Citation analysis]		article3000
1982Robust Tests for Heteroscedasticity Based on Regression Quantiles. In: Econometrica.
[Full Text][Citation analysis]		article319
1982Tests of Linear Hypotheses and l[subscript]1 Estimation. In: Econometrica.
[Full Text][Citation analysis]		article11
1992A note on recent proposals for computing l1 estimates In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article4
1988A p-subset property of L1 and regression quantile estimates In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
1988A property of the observations fit by the extreme regression quantiles In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2007Fundamental indexation via smoothed cap weights In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2005Proposing a dinner date: analysis by rank-dependent expected utility In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
1994A note on min--maxbias estimators in approximately linear models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
1987The St. Petersburg Paradox and Bounded Utility In: History of Political Economy.
[Full Text][Citation analysis]		article1
2004Pessimistic portfolio allocation and Choquet expected utility In: CeMMAP working papers.
[Full Text][Citation analysis]		paper49
2004Pessimistic Portfolio Allocation and Choquet Expected Utility.(2004) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		article
1999Robust Voting. In: Public Choice.
[Full Text][Citation analysis]		article14
2001Portfolio style: Return-based attribution using quantile regression In: Empirical Economics.
[Full Text][Citation analysis]		article37
1981Point Spreads versus Odds. In: Journal of Political Economy.
[Full Text][Citation analysis]		article2

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