13
H index
14
i10 index
4538
Citations
University of Illinois at Urbana-Champaign | 13 H index 14 i10 index 4538 Citations RESEARCH PRODUCTION: 13 Articles 3 Papers 2 Books 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 roger koenker. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of the American Statistical Association | 2 |
Journal of Econometrics | 2 |
Econometrica | 2 |
Working Papers Series with more than one paper published | # docs |
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CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies | 2 |
Year | Title of citing document | |
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2021 | Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Gender Inclusive Intermediary Education, Financial Stability and Female Employment in the Industry in Sub-Saharan Africa. (2021). Asongu, Simplice ; Njangang, Henri ; Nounamo, Yann ; Tadadjeu, Sosson. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/009. Full description at Econpapers || Download paper | |
2021 | Financial determinants of informal financial development in Sub-Saharan Africa. (2021). Asongu, Simplice ; Edoh, Ofeh M ; Soumtang, Valentine B. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/077. Full description at Econpapers || Download paper | |
2021 | Financial institutions, poverty and severity of poverty in Sub-Saharan Africa. (2021). Asongu, Simplice ; Edoh, Ofeh M ; Soumtang, Valentine B. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/081. Full description at Econpapers || Download paper | |
2021 | On the Determinants of Fiscal Decentralization: Evidence From the EU. (2021). Delgado, Francisco J. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:56:p:206. Full description at Econpapers || Download paper | |
2022 | The Assessment of Climate Risk Impact on the Economy: A Panel Data Approach. (2022). VUTA, Mariana ; Petrescu, Crina Raluca ; Cepoi, Cosmin-Octavian ; Barbu, Teodora Cristina. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:597. Full description at Econpapers || Download paper | |
2021 | Gender Inclusive Intermediary Education, Financial Stability and Female Employment in the Industry in Sub-Saharan Africa. (2021). Asongu, Simplice ; Nounamo, Yann ; Tadadjeu, Sosson ; Njangang, Henri. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/009. Full description at Econpapers || Download paper | |
2021 | Financial determinants of informal financial development in Sub-Saharan Africa. (2021). Ofeh, Marilyn ; Asongu, Simplice ; Soumtang, Valentine B. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/077. Full description at Econpapers || Download paper | |
2021 | Financial institutions, poverty and severity of poverty in Sub-Saharan Africa. (2021). Asongu, Simplice ; Edoh, Ofeh M ; Soumtang, Valentine B. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/081. Full description at Econpapers || Download paper | |
2022 | Thresholds of external flows in financial development for environmental sustainability in sub-Saharan Africa. (2022). Mensah, Barbara D ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/082. Full description at Econpapers || Download paper | |
2022 | Information for Banking Efficiency in Africa: Evidence from Income Levels and Legal Origins. (2022). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/092. Full description at Econpapers || Download paper | |
2021 | The Effect of Financial Development, Renewable and Non-Renewable Energy Consumption and International Tourism on Greenhouse Gas Emission in High-Income Countries from Different Continents. (2021). Ocal, Ouz ; Altinoz, Buket ; Gozbai, Onur. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:2:p:371-384. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Distributional conformal prediction. (2019). Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1909.07889. Full description at Econpapers || Download paper | |
2022 | High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151. Full description at Econpapers || Download paper | |
2021 | Quantile Diffusions. (2019). Peters, Gareth W ; Macrina, Andrea ; Brannelly, Holly. In: Papers. RePEc:arx:papers:1912.10866. Full description at Econpapers || Download paper | |
2022 | Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data. (2020). Parker, Thomas ; Lamarche, Carlos. In: Papers. RePEc:arx:papers:2004.05127. Full description at Econpapers || Download paper | |
2021 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
2021 | Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727. Full description at Econpapers || Download paper | |
2021 | Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios. (2020). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2008.03600. Full description at Econpapers || Download paper | |
2022 | The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146. Full description at Econpapers || Download paper | |
2022 | Conditional quantile estimators: A small sample theory. (2020). Gafarov, Bulat ; Franguridi, Grigory ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2011.03073. Full description at Econpapers || Download paper | |
2022 | Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255. Full description at Econpapers || Download paper | |
2022 | A first-stage representation for instrumental variables quantile regression. (2021). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2102.01212. Full description at Econpapers || Download paper | |
2021 | Adaptive Random Bandwidth for Inference in CAViaR Models. (2021). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:2102.01636. Full description at Econpapers || Download paper | |
2021 | Panel semiparametric quantile regression neural network for electricity consumption forecasting. (2021). Wang, Jiangyan ; Zhou, Xingcai. In: Papers. RePEc:arx:papers:2103.00711. Full description at Econpapers || Download paper | |
2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
2021 | Estimating Future VaR from Value Samples and Applications to Future Initial Margin. (2021). Ganesan, Narayan ; Hientzsch, Bernhard. In: Papers. RePEc:arx:papers:2104.11768. Full description at Econpapers || Download paper | |
2021 | Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Papers. RePEc:arx:papers:2106.06518. Full description at Econpapers || Download paper | |
2021 | Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698. Full description at Econpapers || Download paper | |
2022 | Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382. Full description at Econpapers || Download paper | |
2021 | Weighted asymmetric least squares regression with fixed-effects. (2021). Charpentier, Arthur ; Oualkacha, Karim ; Barry, Amadou. In: Papers. RePEc:arx:papers:2108.04737. Full description at Econpapers || Download paper | |
2021 | The Use of Quantile Methods in Economic History. (2021). Clarke, Damian ; Pailanir, Daniel ; Jana, Manuel Llorca. In: Papers. RePEc:arx:papers:2108.06055. Full description at Econpapers || Download paper | |
2021 | On a quantile autoregressive conditional duration model applied to high-frequency financial data. (2021). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton. In: Papers. RePEc:arx:papers:2109.03844. Full description at Econpapers || Download paper | |
2021 | Risk and return prediction for pricing portfolios of non-performing consumer credit. (2021). Zheng, Bangqi ; Yan, Xing ; Wang, Siyi ; Wu, QI ; Peng, Nanbo ; Xu, Wangli. In: Papers. RePEc:arx:papers:2110.15102. Full description at Econpapers || Download paper | |
2021 | Bootstrap inference for panel data quantile regression. (2021). Xiao, Zhijie ; Parker, Thomas ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:2111.03626. Full description at Econpapers || Download paper | |
2021 | Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031. Full description at Econpapers || Download paper | |
2021 | Stochastic measure distortions induced by quantile processes for risk quantification and valuation. (2021). Peters, Gareth W ; Macrina, Andrea ; Brannelly, Holly. In: Papers. RePEc:arx:papers:2201.02045. Full description at Econpapers || Download paper | |
2023 | Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154. Full description at Econpapers || Download paper | |
2022 | Same environment, stratified impacts? Air pollution, extreme temperatures, and birth weight in south China. (2022). Wang, Fan ; Zhao, Qingguo ; Hannum, Emily ; Behrman, Jere R ; Liu, Xiaoying. In: Papers. RePEc:arx:papers:2204.00219. Full description at Econpapers || Download paper | |
2022 | Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073. Full description at Econpapers || Download paper | |
2022 | Exploring Financial Networks Using Quantile Regression and Granger Causality. (2022). Basu, Sumanta ; Mukherjee, Diganta ; Lahiry, Samriddha ; Karpman, Kara. In: Papers. RePEc:arx:papers:2207.10705. Full description at Econpapers || Download paper | |
2022 | Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632. Full description at Econpapers || Download paper | |
2022 | Learning Value-at-Risk and Expected Shortfall. (2022). Saadeddine, B ; Nguyen, Hoang-Dung ; Gobet, E ; Cr, S ; Barrera, D. In: Papers. RePEc:arx:papers:2209.06476. Full description at Econpapers || Download paper | |
2022 | Low-rank Panel Quantile Regression: Estimation and Inference. (2022). Zhang, Yichong ; Su, Liangjun ; Wang, Yiren. In: Papers. RePEc:arx:papers:2210.11062. Full description at Econpapers || Download paper | |
2021 | Energy Consumption, Carbon Dioxide Emissions and Economic Growth - Fresh Evidence From Panel Quantile Regressions. (2021). Apergis, Nicholas ; Aslan, Alper ; Altinoz, Buket. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:16. Full description at Econpapers || Download paper | |
2021 | Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008-2019. (2021). Lara, Jose Luis ; Batiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-06. Full description at Econpapers || Download paper | |
2022 | Understanding the Food Component of Inflation. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1056. Full description at Econpapers || Download paper | |
2021 | The impact of managerial discretion on fair value information in the Australian agricultural sector. (2021). Evans, Elaine ; Wright, Sue ; He, Liyu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1897-1930. Full description at Econpapers || Download paper | |
2022 | An empirical investigation of the quality of value?at?risk disclosure in Australia. (2022). Smith, Daniel R ; Campbell, Angus. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:469-491. Full description at Econpapers || Download paper | |
2022 | The dynamic effects of price support policy on price volatility: The case of the rice market in China. (2022). Li, Chongguang ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:2:p:307-320. Full description at Econpapers || Download paper | |
2022 | Does governance matter for the public debt–inflation relationship in developed countries? Panel quantile regression approach. (2022). Nguyen, Van Bon. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:4:p:1153-1173. Full description at Econpapers || Download paper | |
2022 | The total compensation gap, wage gap and benefit gap between workers with and without a disability. (2022). Waldman, Michael ; Jin, Xin ; Hallock, Kevin F. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:60:y:2022:i:1:p:3-31. Full description at Econpapers || Download paper | |
2021 | Asymmetric effects of corporate sustainability strategy on value creation among global automotive firms: A dynamic panel quantile regression approach. (2021). Lee, Chin ; Lin, Woon Leong ; Law, Siong Hook. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:931-954. Full description at Econpapers || Download paper | |
2021 | Does Security of Land Operational Rights Matter for the Improvement of Agricultural Production Efficiency under the Collective Ownership in China?. (2021). Liu, Shouying ; Ji, Xianqing ; Yan, Jianan. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:1:p:87-108. Full description at Econpapers || Download paper | |
2021 | Is there heterogeneity among persistent high?growth firms?. (2021). Lipkin, Pedro ; Bortoluzzo, Adriana Bruscato ; Fowler, Guilherme. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:4:p:2272-2292. Full description at Econpapers || Download paper | |
2021 | Stakeholder Agency Relationships: CEO Stock Options and Corporate Tax Avoidance. (2021). Martin, Geoffrey P ; Osullivan, Don ; Zolotoy, Leon ; Wiseman, Robert M. In: Journal of Management Studies. RePEc:bla:jomstd:v:58:y:2021:i:3:p:782-814. Full description at Econpapers || Download paper | |
2021 | Principal manifold estimation via model complexity selection. (2021). Eloyan, Ani ; Meng, Kun. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:2:p:369-394. Full description at Econpapers || Download paper | |
2021 | Conformal inference of counterfactuals and individual treatment effects. (2021). Candes, Emmanuel J ; Lei, Lihua. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:5:p:911-938. Full description at Econpapers || Download paper | |
2021 | M?quantile regression for multivariate longitudinal data with an application to the Millennium Cohort Study. (2021). Ranalli, Maria Giovanna ; Marino, Maria Francesca ; Alfo, Marco ; Tzavidis, Nikos ; Salvati, Nicola. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:122-146. Full description at Econpapers || Download paper | |
2022 | Rank test of unit?root hypothesis with AR?GARCH errors. (2022). Zhang, Rongmao ; Liu, Qimeng ; Liao, Guili. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:695-719. Full description at Econpapers || Download paper | |
2022 | Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471. Full description at Econpapers || Download paper | |
2021 | Quantile regression on the nonlinear relationship between land use and trip time. (2021). Gim, Taehyoung Tommy. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:4:p:1055-1077. Full description at Econpapers || Download paper | |
2021 | Does urbanization matter in the expenditure?happiness nexus?. (2021). Galli, Federica ; Emili, Silvia ; Bernini, Cristina. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:6:p:1403-1428. Full description at Econpapers || Download paper | |
2021 | Exporting and the wage premium: The case of South African manufacturing firms. (2021). Rankin, Neil ; Matthee, Marianne ; Bezuidenhout, Carli. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:4:p:2031-2051. Full description at Econpapers || Download paper | |
2022 | The detection dilemma of marginally non?poor households in poverty alleviation evaluation: Evidence from a linear quantile mixed model. (2022). Feng, Qiong ; Ma, Jing ; Hu, Zhineng ; Mesak, Hani I ; Scott, Patrick C. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1491-1517. Full description at Econpapers || Download paper | |
2021 | Living in the Shadow of the Past: Financial Profiles and Well?Being. (2021). Zhu, Rong ; D'Ambrosio, Conchita ; Clark, Andrew. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:3:p:910-939. Full description at Econpapers || Download paper | |
2021 | Swimming upstream throughout the turmoil: Evidence on firm growth during the great recession. (2021). Lasagni, Andrea ; Arrighetti, Alessandro ; Landini, Fabio. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:322-344. Full description at Econpapers || Download paper | |
2022 | Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Watanabe, Tomohiro ; Norimasa, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e05. Full description at Econpapers || Download paper | |
2022 | The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach. (2022). Norimasa, Yoshihiko ; Makabe, Yoshibumi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e04. Full description at Econpapers || Download paper | |
2021 | Selecting between causal and noncausal models with quantile autoregressions. (2021). Hecq, Alain ; Li, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:5:p:393-416:n:3. Full description at Econpapers || Download paper | |
2022 | Bank-Specific and Macroeconomic Determinants of Bank Liquidity Creation: Evidence from MENA Countries. (2022). Oubdi, Lahsen ; Mdaghri, Anas Alaoui. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:55-76. Full description at Econpapers || Download paper | |
2021 | Weather-Related House Damage and Subjective Wellbeing. (2021). Coupé, Tom ; Coupe, Tom ; Gunby, Nicholas. In: Working Papers in Economics. RePEc:cbt:econwp:21/06. Full description at Econpapers || Download paper | |
2021 | The asymmetric evolution of economic institutions: evidence from dynamic panel quantile regression with iv and fixed effects.. (2021). de Souza, Michel Candido ; Ferreira, Mauro Sayar ; de Figueiredo, Lizia. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td631. Full description at Econpapers || Download paper | |
2022 | Carbon Default Swap - Disentangling the Exposure to Carbon Risk through CDS. (2022). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10016. Full description at Econpapers || Download paper | |
2022 | Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis. (2022). Spagnolo, Nicola ; Donati, Cristiana ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10066. 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 | |
2021 | Does Gender Equality Translate into Economic Equality? Evidence from about 150 Nations. (2021). Goel, Rajeev ; Nelson, Michael A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8949. Full description at Econpapers || Download paper | |
2021 | Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Gafarov, Bulat ; Franguridi, Grigory. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9046. Full description at Econpapers || Download paper | |
2021 | On the Capital Structure of Foreign Subsidiaries: Evidence from a Panel Data Quantile Regression Model. (2021). Panteghini, Paolo ; Miniaci, Raffaele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9085. Full description at Econpapers || Download paper | |
2022 | Informal versus Formal: Microfirms Productivity Gaps. (2022). Rodriguez-Lesmes, P ; Gutierrez, L H. In: Documentos de Trabajo. RePEc:col:000092:020226. Full description at Econpapers || Download paper | |
2021 | Leadership, public health messaging, and containment of mobility in Mexico during the COVID-19 pandemic. (2021). Arceo-Gomez, Eva ; Torres, Pedro J ; de la Cruz, Elia ; Aguilar-Gomez, Sandra. In: Documentos de Trabajo LACEA. RePEc:col:000518:018893. Full description at Econpapers || Download paper | |
2022 | How far Do gazelles run? Growth Patterns of Regular Firms, High Growth Firms and Startups. (2022). Vogt, Benedikt ; El-Dardiry, Ramy. In: CPB Discussion Paper. RePEc:cpb:discus:432. Full description at Econpapers || Download paper | |
2021 | Capital Flows at Risk: Taming the Ebbs and Flows. (2021). Sgherri, Silvia ; Sahay, Ratna ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15842. Full description at Econpapers || Download paper | |
2021 | The impact of oil price shocks on latin american stock markets: a behavioral approach. (2021). Ceretta, Paulo Sergio ; Marschner, Paulo F. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00762. Full description at Econpapers || Download paper | |
2021 | The Integrated Copula Spectrum. (2021). Hallin, Marc ; Dette, Holger ; Volgushev, Stanislav ; van Hecke, Ria ; Kley, Tobias ; Goto, Yuichi. In: Working Papers ECARES. RePEc:eca:wpaper:2013/335426. Full description at Econpapers || Download paper | |
2021 | The risk management approach to macro-prudential policy. (2021). Kremer, Manfred ; Engle, Robert ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20212565. Full description at Econpapers || Download paper | |
2021 | Electricity Price Fundamentals in Hydrothermal Power Generation Markets Using Machine Learning and Quantile Regression Analysis. (2021). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-10. Full description at Econpapers || Download paper | |
2021 | Probabilistic forecasts of the distribution grid state using data-driven forecasts and probabilistic power flow. (2021). Faulwasser, Timm ; Waczowicz, Simon ; Dupmeier, Clemens ; Kuhnapfel, Uwe ; Akmak, Huseyin ; Liu, Jianlei ; Braun, Eric ; Muhlpfordt, Tillmann ; Appino, Riccardo Remo ; Gonzalez-Ordiano, Jorge Angel ; Hagenmeyer, Veit ; Mikut, Ralf. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008837. Full description at Econpapers || Download paper | |
2021 | Probabilistic load forecasting considering temporal correlation: Online models for the prediction of households’ electrical load. (2021). Moller, Jan Kloppenborg ; Bacher, Peder ; Lemos-Vinasco, Julian. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009685. Full description at Econpapers || Download paper | |
2022 | Multi-objective constrained optimization for energy applications via tree ensembles. (2022). Misener, Ruth ; Tranter, Tom ; Walz, David ; Sudermann-Merx, Nathan ; Lee, Robert M ; Tsay, Calvin ; Thebelt, Alexander. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pb:s0306261921013490. Full description at Econpapers || Download paper | |
2022 | Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks. (2022). Solibakke, Per Bjarte ; Loutfi, Ijlal ; Sun, Mengtao. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922005542. Full description at Econpapers || Download paper | |
2022 | The attention-assisted ordinary differential equation networks for short-term probabilistic wind power predictions. (2022). Zhang, Zijun ; Yang, Luoxiao ; Liu, Xin. In: Applied Energy. RePEc:eee:appene:v:324:y:2022:i:c:s0306261922010716. Full description at Econpapers || Download paper | |
2022 | A cooperative ensemble method for multistep wind speed probabilistic forecasting. (2022). Yao, Xin ; Wang, Shuo ; He, Yaoyao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006269. Full description at Econpapers || Download paper | |
2021 | A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network. (2021). Sun, Ying ; Chen, Tianbo ; Li, Ta-Hsin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301602. Full description at Econpapers || Download paper | |
2021 | Semiparametric quantile regression using family of quantile-based asymmetric densities. (2021). Verhasselt, Anneleen ; Karim, Rezaul ; Gijbels, Irene. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302206. Full description at Econpapers || Download paper | |
2021 | Deep distribution regression. (2021). Reich, Brian J ; Li, Rui ; Bondell, Howard D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000372. Full description at Econpapers || Download paper | |
2021 | Hypothesis testing of varying coefficients for regional quantiles. (2021). Park, Seyoung ; Lee, Eun Ryung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000384. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2001 | Quantile Regression In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 1673 |
2006 | Quantile Autoregression In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 233 |
2004 | Unit Root Quantile Autoregression Inference In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 152 |
2004 | Penalized triograms: total variation regularization for bivariate smoothing In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 26 |
2009 | Conditional Quantile Estimation for GARCH Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
2005 | Quantile Regression In: Cambridge Books. [Citation analysis] | book | 1025 |
2005 | Quantile Regression.(2005) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 1025 | book | |
1982 | Robust Tests for Heteroscedasticity Based on Regression Quantiles. In: Econometrica. [Full Text][Citation analysis] | article | 383 |
1982 | Tests of Linear Hypotheses and l[subscript]1 Estimation. In: Econometrica. [Full Text][Citation analysis] | article | 17 |
2006 | Quantile regression methods for recursive structural equation models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 124 |
2004 | Quantile regression methods for recursive structural equation models.(2004) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
1999 | GMM inference when the number of moment conditions is large In: Journal of Econometrics. [Full Text][Citation analysis] | article | 59 |
2004 | Quantile regression for longitudinal data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 661 |
1979 | Stochastic Parameter Models for Panel Data: An Application to the Connecticut Peak Load Pricing Experiment. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
2004 | Pessimistic portfolio allocation and Choquet expected utility In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 61 |
2001 | Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments In: Empirical Economics. [Full Text][Citation analysis] | article | 67 |
1977 | Was Bread Giffen? The Demand for Food in England Circa 1790. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
2003 | Uncertainty, Hiring, and Subsequent Performance: The NFL Draft In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 40 |
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