Furthermore, a novel multivariate quantile-on-quantile regression model and the causality-in-quantile procedure were relied upon for the analysis of annual datasets of four decades for each country. Based on the
Applying the quantile-on-quantile regression approach, we find that supply shocks have no significant impact on China stock market which is in a bearish state, but positively affect the bullish market. Oil demand shocks have a greater positive impact on the bullish market than the bearish market...
they introduced a nonparametric method called Quantile-on-Quantile Regression (QQR), which examines the relationship between the quantiles of a dependent variable and an independent variable. However, the issue of endogeneity becomes more
We used the quantile-on-quantile regression (QQ) estima- tion technique suggested by Sim and Zhou (2015) to examine the impact of COVID-19 and economic policy uncertainty on Chinese stock markets. This section highlights the attributes of the quantile-on-quantile regression approach, together ...
On the Asymmetric Relationship Between Physician Mental Health Disorders on Quality of Healthcare Under the COVID-19 Pandemic in Taiwan: Quantile on Quantile Regression Analyses Home All Journals Health and Social Care Risk Management and Healthcare Policy...
Alin, Function-on-function partial quantile regression, J. Agric. Biol. Environ. Stat. 27 (2022), pp. 149–174. (Open in a new window)Web of Science ®(Open in a new window)Google Scholar U. Beyaztas, H.L. Shang, and S. Saricam, Penalized function-on-function linear quantile ...
quantile regressionthermal growth coefficient[EN] In this work, a seasonal quantile regression growth model for the gilthead sea bream (Sparus aurata L) based on an aggregation of the quantile TGC models with exponent 1/3 and 2/3, named the Quantile TGC-Mixed Model, is presented. This model...
The Impact of Diversification and COVID-19 Pandemic on Financial Stability for Property-Liability Insurers: Quantile Regression Approach International Review of Accounting, Banking & FinanceChen-Ying Lee
In doing so, we apply panel quantile regression (PQR). The empirical findings delineate that EPU has a negative impact on GGDP, whereas IQ and RENE enhance the GGDP in E-7 countries. Based on the outcomes, this study suggests policy implications for achieving targets of the SDG 07, SDG ...
First, we have implemented wavelet-based quantile-on-quantile regression to estimate the influence of oil price on stock returns. It is observed that there is little evidence about the effect of inter quantile movement of oil price on different quantiles of equity returns (Reboredo and Ugolini, ...