Gilbert W. Bassett, Jr. : Citation Profile


Are you Gilbert W. Bassett, Jr.?

University of Illinois at Chicago

7

H index

5

i10 index

2184

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

RESEARCH ACTIVITY:

   36 years (1978 - 2014). See details.
   Cites by year: 60
   Journals where Gilbert W. Bassett, Jr. has often published
   Relations with other researchers
   Recent citing documents: 304.    Total self citations: 2 (0.09 %)

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   Permalink: http://citec.repec.org/pba248
   Updated: 2017-05-29    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:

Coad, Alex (17)

Chernozhukov, Victor (16)

Kim, Tae-Hwan (15)

Härdle, Wolfgang (14)

Martins, Pedro (13)

Gaglianone, Wagner (13)

Wagner, Joachim (12)

Moncada-Paternò-Castello, Pietro (12)

Panagiotidis, Theodore (12)

McAleer, Michael (11)

Machado, José António (11)

Cites to:

Campbell, John (7)

Shiller, Robert (5)

Christoffersen, Peter (3)

Diebold, Francis (3)

koenker, roger (2)

Manganelli, Simone (2)

Thaler, Richard (2)

Kahneman, Daniel (2)

Startz, Richard (2)

Engle, Robert (2)

Rabin, Matthew (2)

Main data


Where Gilbert W. Bassett, Jr. has published?


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

Recent works citing Gilbert W. Bassett, Jr. (2017 and 2016)


YearTitle of citing document
2016Analysis and Forecasting of Electricty Price Risks with Quantile Factor Models. (2016). Derek, Arne Andresen . In: The Energy Journal. RePEc:aen:journl:ej37-1-bunn.

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2017Decomposing Gender Equality along the Wage Distribution in Vietnam during the Period 2002–14. (2017). Vu, Tien ; Yamada, Hiroyuki . In: AGI Working Paper Series. RePEc:agi:wpaper:00000124.

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2016Productivity spillovers from FDI in Turkey: Evidence from quantile regressions. (2016). Benli, Muhammed . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:177-196.

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2016Productivity spillovers from FDI in Turkey: Evidence from quantile regressions. (2016). Benli, Muhammed . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:177-196.

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2016Firm Employment Growth, R&D Expenditures and Exports. (2016). Grassi, Emanuele ; Di Cintio, Marco ; Sucharita, Sucharita Ghosh . In: ET: Economic Theory. RePEc:ags:feemet:240750.

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2017Are Efficient Farms and Inefficient Farms Heterogeneous?. (2017). Featherstone, Allen ; Pendell, Dustin L ; Chen, Bowen ; Kim, Youngjune . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252830.

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2016ENDOGENEITY AND NONLINEARITIES IN CENTRAL BANK OF BRAZIL’S REACTION FUNCTIONS: AN INVERSE QUANTILE REGRESSION APPROACH. (2016). de Medeiros, Gabriela Bezerra ; da Silva, Edilean Kleber ; Portugal, Marcelo Savino . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:061.

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2017Multivariate Geometric Expectiles. (2017). Herrmann, Klaus ; Mailhot, Melina ; Hofert, Marius . In: Papers. RePEc:arx:papers:1704.01503.

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2016Estimating Systematic Risk Under Extremely Adverse Market Conditions. (2016). Zhou, Chen ; van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:16-22.

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2016Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446.

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2016Estimation of counterfactual distributions with a continuous endogenous treatment. (2016). Pereda-Fernández, Santiago ; Fernandez, Santiago Pereda . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1053_16.

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2016Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos. (2016). Melo-Velandia, Luis ; Ustacara, Daniel Mario . In: Borradores de Economia. RePEc:bdr:borrec:939.

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2016Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica.. (2016). Melo-Velandia, Luis ; Mario-Ustacara, Daniel . In: Borradores de Economia. RePEc:bdr:borrec:975.

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2016Spatial wage inequality in Belarus. (2016). Mazol, Aleh . In: BEROC Working Paper Series. RePEc:bel:wpaper:35.

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2016Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework. (2016). Blundell, Richard ; Arellano, Manuel ; Bonhomme, Stphane . In: Working Papers. RePEc:bfi:wpaper:2016-25.

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2016Foreign exchange market intervention in EMEs: what has changed?. (2016). Kohlscheen, Emanuel ; Domanski, Dietrich ; Moreno, Ramon . In: BIS Quarterly Review. RePEc:bis:bisqtr:1609f.

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2016Using an economic experiment to estimate willingness-to-pay for a new maternal nutrient supplement in Ghana. (2016). Adams, Katherine P ; Ayifah, Emmanuel ; Vosti, Stephen A ; Lybbert, Travis J. In: Agricultural Economics. RePEc:bla:agecon:v:47:y:2016:i:5:p:581-595.

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2016Inter-industry wage differentials in Greece: rent-sharing and unobserved heterogeneity hypotheses. (2016). Papapetrou, Evangelia ; Tsalaporta, Pinelopi . In: Working Papers. RePEc:bog:wpaper:213.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression. (2016). Park, Sung Y. ; Montes Rojas, Gabriel ; Antonio, Galvao ; Sung, Park ; Anil, Bera ; Gabriel, Montes-Rojas . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:5:y:2016:i:1:p:79-101:n:8.

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2016Testing cointegration in quantile regressions with an application to the term structure of interest rates. (2016). Nina, Kuriyama . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:107-121:n:2.

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2016Dual Regression. (2016). Spady, Richard H ; Stouli, Sami . In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:16/669.

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2018Brecha salarial por género en México: Desde un enfoque regional, según su exposición a la apertura comercial 2005-2015. (2018). Rodriguez, Reyna Elizabeth . In: Nóesis. Revista de Ciencias Sociales y Humanidades. RePEc:cjz:noesis:254.

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2016Bequests and the accumulation of wealth in the Eurozone. (2016). Schnetzer, Matthias ; Moser, Mathias ; Humer, Stefan. In: Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft. RePEc:clr:mwugar:149.

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2016Aspectos Regionales de la Movilidad Social y la Igualdad de Oportunidades en Colombia. (2016). meisel roca, adolfo ; Galvis-Aponte, Luis ; Meisel-Roca, Adolfo . In: REVISTA DE ECONOMÍA DEL ROSARIO. RePEc:col:000151:014259.

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2017Retornos salariales para Colombia, un análisis cuantílico. (2017). Pérez-Trujillo, Manuel ; Perez-Trujillo, Manuel ; Castillo, Cristian Dario ; da Silva, Julimar . In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015371.

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2016Design of Public Procurement Auctions: Evidence from Cleaning Contracts. (2016). Toivanen, Otto ; Hyytinen, Ari ; Lundberg, Sofia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11708.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Gonzalo, Jesus ; Taamouti, Abderrahim . In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2016Correlated Random Effects Quantile Estimation of the Tax-Price Elasticity of Charitable Donations. (2016). Grant, Nicky Lee . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00355.

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2016Multiple-Output Quantile Regression. (2016). Hallin, Marc ; Iman, Miroslav . In: Working Papers ECARES. RePEc:eca:wpaper:2013/224753.

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2016Multiple-Output Quantile Regression through Optimal Quantization. (2016). Paindaveine, Davy ; Saracco, Jerome ; Charlier, Isabelle . In: Working Papers ECARES. RePEc:eca:wpaper:2013/229118.

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2017Systematic Risk in Energy Businesses: Empirical Evidence for the ASEAN. (2017). Vo, Duc Hong ; Pham, Thach Ngoc . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-70.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017The effect of Climate Finance on Greenhouse Gas Emission: A Quantile Regression Approach. (2017). Carfora, Alfonso ; Scandurra, Giuseppe ; Ronghi, Monica . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-20.

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2016Generation and evaluation of space–time trajectories of photovoltaic power. (2016). Golestaneh, Faranak ; Gooi, Hoay Beng . In: Applied Energy. RePEc:eee:appene:v:176:y:2016:i:c:p:80-91.

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2017Short-term power load probability density forecasting method using kernel-based support vector quantile regression and Copula theory. (2017). Liu, Rui ; Lu, Xiaofen ; He, Yaoyao ; Wang, Shuo . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p1:p:254-266.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2016Wage differentials between urban residents and rural migrants in urban China during 2002–2007: A distributional analysis. (2016). Zhu, Rong. In: China Economic Review. RePEc:eee:chieco:v:37:y:2016:i:c:p:2-14.

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2016Do firms political connections depress the union wage effect? Evidence from China. (2016). Song, Yang ; Yang, Qijing . In: China Economic Review. RePEc:eee:chieco:v:38:y:2016:i:c:p:183-198.

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2016Linking Tukey’s legacy to financial risk measurement. (2016). Vijverberg, Wim ; Tapinar, Suleyman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:595-615.

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2016Bayesian model selection in ordinal quantile regression. (2016). Alhamzawi, Rahim . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:68-78.

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2017Bayesian quantile regression using random B-spline series prior. (2017). Das, Priyam ; Ghosal, Subhashis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:121-143.

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2017An SVM-like approach for expectile regression. (2017). Steinwart, Ingo ; Farooq, Muhammad . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:159-181.

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2016Mixtures of quantile regressions. (2016). Wu, Qiang ; Yao, Weixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:162-176.

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2016Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits. (2016). He, Qianchuan ; Holland, Eric ; Chan, Timothy A ; Wang, Sijian ; Kong, Linglong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:95:y:2016:i:c:p:222-239.

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2016Bayesian analysis of two-piece location–scale models under reference priors with partial information. (2016). Tu, Shiyi ; Sun, Xiaoqian ; Wang, Min . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:96:y:2016:i:c:p:133-144.

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2016Heterogeneous relationships between family private education spending and youth academic performance in Korea. (2016). Han, Yoonsun ; Lee, Seonglim . In: Children and Youth Services Review. RePEc:eee:cysrev:v:69:y:2016:i:c:p:136-142.

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2016Aid for Trade and trade tax revenues in developing countries. (2016). Gnangnon, Sena Kimm . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:50:y:2016:i:c:p:9-22.

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2016The effects of FDI, economic growth and energy consumption on carbon emissions in ASEAN-5: Evidence from panel quantile regression. (2016). Yu, Keming ; Guo, Yawei ; Zhu, Huiming ; Duan, Lijun . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:237-248.

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2016A large CVaR-based portfolio selection model with weight constraints. (2016). Xu, Qifa ; Niu, Xufeng ; Yu, Keming ; Jiang, Cuixia ; Zhou, Yingying . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:436-447.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan A ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

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2017The impact of mobility on early career earnings: A quantile regression approach for UK graduates. (2017). sloane, peter ; O'Leary, Nigel ; Kidd, Michael P. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:90-102.

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2016Mean and distributional impact of single-sex high schools on students’ cognitive achievement, major choice, and test-taking behavior: Evidence from a random assignment policy in Seoul, Korea. (2016). Sohn, Hosung . In: Economics of Education Review. RePEc:eee:ecoedu:v:52:y:2016:i:c:p:155-175.

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2017Heterogeneous treatment effects in the low track: Revisiting the Kenyan primary school experiment. (2017). Cummins, Joseph. In: Economics of Education Review. RePEc:eee:ecoedu:v:56:y:2017:i:c:p:40-51.

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2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

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2016Hedging inflation with individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:374-392.

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2016The value of environment across efficiency quantiles: A conditional regression quantiles analysis of rangelands beef production in north Eastern Australia. (2016). Gregg, Daniel ; Rolfe, John . In: Ecological Economics. RePEc:eee:ecolec:v:128:y:2016:i:c:p:44-54.

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2016Systemic risk, corporate governance and regulation of banks across emerging countries. (2016). Andrieș, Alin Marius ; Nistor, Simona . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:59-63.

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2016Does exchange rate volatility matter for international sales? Evidence from US firm level data. (2016). Tunc, Cengiz ; Solakoglu, Nihat M. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:152-156.

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2017Comparison of two ontogenetic growth equations for animals and plants. (2017). Shi, Pei-Jian ; Zhang, Chun-Xia ; Fang, Shui-Yuan ; Chen, Lei ; Huang, Jian-Guo ; Ratkowsky, David A. In: Ecological Modelling. RePEc:eee:ecomod:v:349:y:2017:i:c:p:1-10.

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2016A direct approach to inference in nonparametric and semiparametric quantile models. (2016). Fan, Yanqin ; Liu, Ruixuan . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:196-216.

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2016Sieve instrumental variable quantile regression estimation of functional coefficient models. (2016). Su, Liangjun ; Hoshino, Tadao. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:231-254.

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2016On independence conditions in nonseparable models: Observable and unobservable instruments. (2016). Matzkin, Rosa L. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:2:p:302-311.

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2016Predictive quantile regression with persistent covariates: IVX-QR approach. (2016). Lee, Ji Hyung ; Hyung, JI. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:105-118.

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2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series. (2016). Whang, Yoon-Jae ; Oka, Tatsushi ; LINTON, OLIVER. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:251-270.

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2016Smoothed quantile regression for panel data. (2016). Galvao, Antonio F ; Kato, Kengo . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:92-112.

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2016Local composite quantile regression smoothing for Harris recurrent Markov processes. (2016). Li, Degui. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:44-56.

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2016Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price. (2016). Mykland, Per A ; Zhang, Lan . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:242-262.

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2017Resurrecting weighted least squares. (2017). Wolf, Michael ; Romano, Joseph P. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:1-19.

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2017Measurement errors in quantile regression models. (2017). Firpo, Sergio ; Song, Suyong ; Galvao, Antonio F. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:146-164.

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2016The institutional basis of efficiency in resource-rich countries. (2016). Hartwell, Christopher. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:4:p:519-538.

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2016Quantiles, corners, and the extensive margin of trade. (2016). Santos Silva, João ; Jose , ; Wei, Kehai . In: European Economic Review. RePEc:eee:eecrev:v:89:y:2016:i:c:p:73-84.

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2016The effect of smoking habit changes on body weight: Evidence from the UK. (2016). Salmasi, Luca ; Pieroni, Luca. In: Economics & Human Biology. RePEc:eee:ehbiol:v:20:y:2016:i:c:p:1-13.

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2016CVaR (superquantile) norm: Stochastic case. (2016). Uryasev, Stan ; Mafusalov, Alexander . In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:1:p:200-208.

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2016Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. (2016). Powell, Robert ; Allen, David ; Singh, A K. In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:2:p:465-475.

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2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

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2016Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions. (2016). Yang, Ann Shawing . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:140-154.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2017Does an IFRS adoption increase value relevance and earnings timeliness in Latin America?. (2017). del Pilar, Martha ; Garza, Hector Horacio ; Mendez, Alma Berenice ; Cortez, Klender Aimer . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:155-168.

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2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

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2016Crude oil and stock markets: Causal relationships in tails?. (2016). Park, Sung Y. ; Kim, Hyung-Gun ; Ding, Haoyuan . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:58-69.

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2016An analysis of the welfare and distributive implications of factors influencing household electricity consumption. (2016). Romero-Jordan, Desiderio ; Peasco, Cristina ; del Rio, Pablo . In: Energy Policy. RePEc:eee:enepol:v:88:y:2016:i:c:p:361-370.

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2016A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Xu, Bin ; Lin, Boqiang . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342.

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2016Modeling the UK electricity price distributions using quantile regression. (2016). Hagfors, Lars Ivar ; Kristoffersen, Eline ; Bunn, Derek ; Westgaard, Sjur ; Staver, Tiril Toftdahl . In: Energy. RePEc:eee:energy:v:102:y:2016:i:c:p:231-243.

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2016On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power. (2016). Cavalcante, Laura ; Gallego-Castillo, Cristobal ; Bessa, Ricardo ; Lopez-Garcia, Oscar . In: Energy. RePEc:eee:energy:v:113:y:2016:i:c:p:355-365.

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2016Short-term power load probability density forecasting based on quantile regression neural network and triangle kernel function. (2016). He, Yaoyao ; Yang, Shanlin ; Wan, Jinhong ; Xu, Qifa . In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:498-512.

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2016Does electricity consumption improve residential living status in less developed regions? An empirical analysis using the quantile regression approach. (2016). Niu, Shuwen ; Dai, Runqi ; Ye, Liqiong ; Ali, N ; Jia, Yanqin . In: Energy. RePEc:eee:energy:v:95:y:2016:i:c:p:550-560.

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2016Asymmetries of the intraday return-volatility relation. (2016). Frijns, Bart ; Badshah, Ihsan ; Tourani-Rad, Alireza ; Knif, Johan . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:182-192.

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2016Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach. (2016). Sim, Nicholas . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:31-45.

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2017The ‘competition–stability/fragility’ nexus: A comparative analysis of Islamic and conventional banks. (2017). Nurul, MD ; Worthington, Andrew C. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:111-128.

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2016A parsimonious quantile regression model to forecast day-ahead value-at-risk. (2016). Haugom, Erik ; Westgaard, Sjur ; Veka, Steinar ; Ullrich, Carl J ; Ray, Rina . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:196-207.

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2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

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2016Testing for herding in the Athens Stock Exchange during the crisis period. (2016). Katsikas, Epameinondas ; Economou, Fotini ; Vickers, Gregory . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:334-341.

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2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

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2016A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt. (2016). Sedunov, John ; Pagano, Michael S. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:62-78.

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2016What is the systemic risk exposure of financial institutions?. (2016). Sedunov, John. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:71-87.

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2016Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Hautsch, Nikolaus ; Betz, Frank ; Peltonen, Tuomas A. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:206-224.

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2016Role of income diversification in reducing forest reliance: Evidence from 1838 rural households in China. (2016). Wei, Duan ; Yali, Wen ; Chao, HE. In: Journal of Forest Economics. RePEc:eee:foreco:v:22:y:2016:i:c:p:68-79.

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2017Corporate environmental sustainability reporting in the context of national cultures: A quantile regression approach. (2017). Gallego-Alvarez, Prof Isabel ; Ortas, Prof Eduardo . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:2:p:337-353.

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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.
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article4
2014WHAT DOES β SMB > 0 REALLY MEAN? In: Journal of Financial Research.
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article0
1986Strong Consistency of Regression Quantiles and Related Empirical Processes In: Econometric Theory.
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article8
2006Conceptualizing Inequality and Risk In: Journal of the History of Economic Thought.
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article0
1978Regression Quantiles. In: Econometrica.
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article1865
1982Robust Tests for Heteroscedasticity Based on Regression Quantiles. In: Econometrica.
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article230
1982Tests of Linear Hypotheses and l[subscript]1 Estimation. In: Econometrica.
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article7
1992A note on recent proposals for computing l1 estimates In: Computational Statistics & Data Analysis.
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article4
1988A p-subset property of L1 and regression quantile estimates In: Computational Statistics & Data Analysis.
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article0
1988A property of the observations fit by the extreme regression quantiles In: Computational Statistics & Data Analysis.
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article0
2007Fundamental indexation via smoothed cap weights In: Journal of Banking & Finance.
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article7
2005Proposing a dinner date: analysis by rank-dependent expected utility In: Journal of Economic Behavior & Organization.
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article0
1994A note on min--maxbias estimators in approximately linear models In: Statistics & Probability Letters.
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article0
1987The St. Petersburg Paradox and Bounded Utility In: History of Political Economy.
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article0
2004Pessimistic portfolio allocation and Choquet expected utility In: CeMMAP working papers.
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paper27
2004Pessimistic Portfolio Allocation and Choquet Expected Utility.(2004) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 27
article
1999Robust Voting. In: Public Choice.
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article10
2001Portfolio style: Return-based attribution using quantile regression In: Empirical Economics.
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article20
1981Point Spreads versus Odds. In: Journal of Political Economy.
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article2

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