Findings from the Quantile-on-Quantile Regression Method, Quantile Regression Method, and Ordinary Least Squares Method indicate a positive relationship between the slope of the Yield Curve and economic growth, in line with the literature. The findings obtained through the Quantile-on...
The QQ method, unlike the conventional method (Mo et al., 2019), allows the tracing of the dynamic dependence structure under normal (intermediate quantiles), bullish (upper quantiles), or bearish (lower quantiles) conditions. In addition, the CQ approach can be used to determine a causal ...
This method corresponds to the definition of financial contagion that is viewed as a rise in the cross-country co-movement of asset prices which cannot be explained by fundamentals. Under this definition, several correlation regression methods have been developed, such as conditional correlation analysi...
Based on the unknown value of βθ(∙), the equation was expanded using the first-order Taylor expansion method around the quantile of COVIDτ. $${\beta}^{\theta}\left({COV}_t\right)\approx {\beta}^{\theta}\left({COV}^{\tau}\right)+{\beta}^{\theta^{\prime }}\left(\ {...
In the proposed method, the missing response values are generated using the estimated conditional quantile regression function at given values of covariates. We adopt the generalized method of moments for estimation of parameters defined through a general estimation equation. We demonstrate that the ...
Finally, our model and method are applied to three stock indices, further demonstrating the advantages of the mixed-frequency conditional quantile estimators.Springer Berlin HeidelbergStatistical PapersZhenming ZhangShishun ZhaoJianhua ChengJiamin Li
A time-specific log-linear regression method on quantile residual lifetime is proposed. Under the proposed regression model, any quantile of a time-to-event distribution among survivors beyond a certain time point is associated with selected covariates under right censoring. Consistency and asymptotic ...
The moderating role of renewable and non-renewable energy in environment-income nexus for ASEAN countries: Evidence from method of moments quantile regression. Renew. Energ. 164, 956–967. doi: 10.1016/j.renene.2020.09.128 [14] Anwar, A., Sinha, A., Sharif, A., Siddique, M., Irshad,...
(x + a): 3.3655#> - Yeo-Johnson: 5.7997#> Estimation method: Out-of-sample via leave-one-out CV#>#> Based off these, bestNormalize chose:#> Standardized Box Cox Transformation with 1000 nonmissing obs.:#> Estimated statistics:#> - lambda = 0.2739638#> - mean (before standardization)...
A hardware solution of the method, using systolic sorting arrays is suggested to implement the proposed algorithms. The input signal of these circuits is a sequence of N real numbers, the output signal is a nondecreasing-ordered (i.e., sorted) input sequence. Along with ordering, each sorting...