8
H index
8
i10 index
3469
Citations
University of Illinois at Chicago | 8 H index 8 i10 index 3469 Citations RESEARCH PRODUCTION: 18 Articles 1 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Computational Statistics & Data Analysis | 3 |
Econometrica | 3 |
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2020 | Corporate 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. Full description at Econpapers || Download paper | |
2020 | Estimating 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Estimating 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Dispersion 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. Full description at Econpapers || Download paper | |
2050 | Density 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. Full description at Econpapers || Download paper | |
2020 | On a robust risk measurement approach for capital determination errors minimization. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829. Full description at Econpapers || Download paper | |
2020 | Improving Value-at-Risk prediction under model uncertainty. (2018). Yao, Jianfeng ; Yang, Shuzhen. In: Papers. RePEc:arx:papers:1805.03890. Full description at Econpapers || Download paper | |
2020 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃÂk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
2020 | Elicitability of Range Value at Risk. (2019). Ziegel, Johanna F ; Fissler, Tobias. In: Papers. RePEc:arx:papers:1902.04489. Full description at Econpapers || Download paper | |
2020 | Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569. Full description at Econpapers || Download paper | |
2020 | Quantile Diffusions. (2019). Peters, Gareth W ; Macrina, Andrea ; Brannelly, Holly. In: Papers. RePEc:arx:papers:1912.10866. Full description at Econpapers || Download paper | |
2020 | Bayesian Median Autoregression for Robust Time Series Forecasting. (2020). Li, Meng ; Zeng, Zijian. In: Papers. RePEc:arx:papers:2001.01116. Full description at Econpapers || Download paper | |
2020 | Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798. Full description at Econpapers || Download paper | |
2020 | Scoring 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. Full description at Econpapers || Download paper | |
2020 | Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299. Full description at Econpapers || Download paper | |
2021 | An Adaptive Recursive Volatility Prediction Method. (2020). Wintenberger, Olivier ; Werge, Nicklas. In: Papers. RePEc:arx:papers:2006.02077. Full description at Econpapers || Download paper | |
2020 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
2020 | An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130. Full description at Econpapers || Download paper | |
2020 | Instrumental Variable Quantile Regression. (2020). Wuthrich, Kaspar ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2009.00436. Full description at Econpapers || Download paper | |
2020 | Encompassing 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. Full description at Econpapers || Download paper | |
2020 | The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146. Full description at Econpapers || Download paper | |
2020 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper | |
2020 | Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions. (2020). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:2011.06416. Full description at Econpapers || Download paper | |
2020 | Quantile regression with generated dependent variable and covariates. (2020). Bhattacharya, Jayeeta. In: Papers. RePEc:arx:papers:2012.13614. Full description at Econpapers || Download paper | |
2021 | Better Bunching, Nicer Notching. (2021). Bertanha, Marinho ; Seegert, Nathan ; McCallum, Andrew H. In: Papers. RePEc:arx:papers:2101.01170. Full description at Econpapers || Download paper | |
2021 | Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Lee, Ji Hyung ; Fan, Rui ; Shin, Youngki. In: Papers. RePEc:arx:papers:2101.11568. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | What can commercial property performance reveal about bank valuations?. (2020). Takats, Elod ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:900. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Censored 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. Full description at Econpapers || Download paper | |
2020 | Disentangling 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. Full description at Econpapers || Download paper | |
2021 | Factors 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. Full description at Econpapers || Download paper | |
2020 | Estimating 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. Full description at Econpapers || Download paper | |
2020 | Safehavenness 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. Full description at Econpapers || Download paper | |
2020 | The use of sampling weights in Mâ€quantile randomâ€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. Full description at Econpapers || Download paper | |
2020 | Wage 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. Full description at Econpapers || Download paper | |
2020 | Preâ€Hurricane Consumer Stockpiling and Postâ€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. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lpâ€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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013. Full description at Econpapers || Download paper | |
2020 | Defence 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. Full description at Econpapers || Download paper | |
2020 | When 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. Full description at Econpapers || Download paper | |
2021 | Energy 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. Full description at Econpapers || Download paper | |
2020 | You 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. Full description at Econpapers || Download paper | |
2020 | Growth-and-Risk Trade-off. (2020). Gadea, Maria Dolores ; Laeven, Luc ; Perez-Quiros, Gabriel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14492. Full description at Econpapers || Download paper | |
2020 | Earning structure and heterogeneity of the labor market: Evidence from DR Congo. (2020). Ibale, Douglas Amuli. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2020037. Full description at Econpapers || Download paper | |
2020 | Selection 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. Full description at Econpapers || Download paper | |
2020 | Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16. Full description at Econpapers || Download paper | |
2020 | Women 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. Full description at Econpapers || Download paper | |
2020 | Role 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Political 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. Full description at Econpapers || Download paper | |
2020 | Day-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. Full description at Econpapers || Download paper | |
2020 | Probabilistic 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Robust 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. Full description at Econpapers || Download paper | |
2021 | Very 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. Full description at Econpapers || Download paper | |
2020 | Corruption 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. Full description at Econpapers || Download paper | |
2020 | Environmental 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Ensemble quantile classifier. (2020). McLeod, Ian ; Lai, Yuanhao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s016794731930204x. Full description at Econpapers || Download paper | |
2020 | Single-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. Full description at Econpapers || Download paper | |
2020 | Bayesian 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. Full description at Econpapers || Download paper | |
2020 | Computing 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. Full description at Econpapers || Download paper | |
2020 | Smoothed 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. Full description at Econpapers || Download paper | |
2020 | Quantile 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. Full description at Econpapers || Download paper | |
2020 | Weighted 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. Full description at Econpapers || Download paper | |
2020 | Semiparametric 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. Full description at Econpapers || Download paper | |
2021 | Robust 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. Full description at Econpapers || Download paper | |
2020 | Assessing 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. Full description at Econpapers || Download paper | |
2020 | Heterogeneous 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Unemployment 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. Full description at Econpapers || Download paper | |
2020 | Does medicaid generosity affect household income?. (2020). Kumar, Anil. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:239-256. Full description at Econpapers || Download paper | |
2020 | Quantile 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. Full description at Econpapers || Download paper | |
2020 | Sovereign 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Oil 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. Full description at Econpapers || Download paper | |
2020 | Asymmetric 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. Full description at Econpapers || Download paper | |
2020 | Visiting 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. Full description at Econpapers || Download paper | |
2020 | Why 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. Full description at Econpapers || Download paper | |
2020 | Liquidity 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. Full description at Econpapers || Download paper | |
2020 | Marginal 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. Full description at Econpapers || Download paper | |
2020 | Happiness 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. Full description at Econpapers || Download paper | |
2020 | Dependent 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. Full description at Econpapers || Download paper | |
2020 | Scrutinizing 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. Full description at Econpapers || Download paper | |
2020 | Distributional 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. Full description at Econpapers || Download paper | |
2020 | Bitcoin’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. Full description at Econpapers || Download paper | |
2020 | Unconditional 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. Full description at Econpapers || Download paper | |
2020 | Quantile 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. Full description at Econpapers || Download paper | |
2020 | Vulnerable 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. Full description at Econpapers || Download paper | |
2020 | Quantile 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. Full description at Econpapers || Download paper | |
2020 | Limiting 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. Full description at Econpapers || Download paper | |
2020 | Jackknife 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. Full description at Econpapers || Download paper | |
2020 | Inference 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. Full description at Econpapers || Download paper | |
2020 | Variable 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. Full description at Econpapers || Download paper | |
2020 | Estimating 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. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2010 | March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 4 |
2014 | WHAT DOES β SMB > 0 REALLY MEAN? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
1986 | Strong Consistency of Regression Quantiles and Related Empirical Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2006 | Conceptualizing Inequality and Risk In: Journal of the History of Economic Thought. [Full Text][Citation analysis] | article | 0 |
1978 | Regression Quantiles. In: Econometrica. [Full Text][Citation analysis] | article | 3000 |
1982 | Robust Tests for Heteroscedasticity Based on Regression Quantiles. In: Econometrica. [Full Text][Citation analysis] | article | 319 |
1982 | Tests of Linear Hypotheses and l[subscript]1 Estimation. In: Econometrica. [Full Text][Citation analysis] | article | 11 |
1992 | A note on recent proposals for computing l1 estimates In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
1988 | A p-subset property of L1 and regression quantile estimates In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
1988 | A property of the observations fit by the extreme regression quantiles In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2007 | Fundamental indexation via smoothed cap weights In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2005 | Proposing a dinner date: analysis by rank-dependent expected utility In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
1994 | A note on min--maxbias estimators in approximately linear models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
1987 | The St. Petersburg Paradox and Bounded Utility In: History of Political Economy. [Full Text][Citation analysis] | article | 1 |
2004 | Pessimistic portfolio allocation and Choquet expected utility In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 49 |
2004 | Pessimistic 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 | |
1999 | Robust Voting. In: Public Choice. [Full Text][Citation analysis] | article | 14 |
2001 | Portfolio style: Return-based attribution using quantile regression In: Empirical Economics. [Full Text][Citation analysis] | article | 37 |
1981 | Point Spreads versus Odds. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
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