This is a preview. Log in through your library . Abstract Using RUMiC data and a simple panel quantile regression method, this paper accounts for the time-invariant individual specific characteristics ...

Beta regression offers a robust framework for analysing data that are confined to the unit interval, enabling researchers to model proportions, probabilities, and other fractional outcomes with ...

One of the more difficult challenges for modeling is deciding how (or if) to deal with extreme data points. It’s a common problem in economic and financial numbers. Fat tailed distributions are ...

Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

Immunotherapy has been approved to treat many tumor types. However, one characteristic of this therapeutic class is that survival benefit is due to late immune response, which leads to a delayed ...