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Keyword: quantile regression;
4 results found.
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Daisuke Kurisu and Taisuke Otsu
This paper studies asymptotic properties of the local linear quantile estimator under the extremal order quantile asymptotics, and develops a practical inference method for conditional quantiles in extreme tail areas. By...Read more...
14 September 2021
Hidehiko Ichimura, Taisuke Otsu and Joseph Altonji
This paper studies nonparametric estimation of d-dimensional conditional quantile functions and their derivatives in the tails. We investigate asymptotic properties of the local and global nonparametric quantile regressi...Read more...
26 November 2019
Maria Letizia Giorgetti
In this paper, I illustrate the additional information that can be prodivided in estimating the lower bound (Sutton 1991, 1998) by using quantile regression. Quantile regression allows us to invesigate the influence of o...Read more...
Recent theoretical and empirical work has demonstrated a clear negative link between macroeconomic and political uncertainty and levels of private investment across countries. This result raises the question what institu...Read more...