Does World Uncertainty and Economic Policy Uncertainty Affect Tourism in G7 Countries? Evidence From Quantile-on-Quantile Regressioneconomic policy uncertaintyworld uncertaintytourismquantile-on-quantile approachThis study empirically examines the correlations between economic policy uncertainty (EPU) and world ...
The outcomes of the novel quantile-on-quantile regression analysis revealed that both COVID-19 and EPU had a significant negative impact on both Shanghai and Shenzhen stock market returns, while COVID-19 aggravated the level of economic uncertainty in both financial markets. The quantile causality...
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...
Motivated by the fact that a linear specification in a quantile regression setting is unable to describe the non-linear relations among economic variables, well documented in the empirical econometrics literature, we formulate a threshold quantile regression model for one, known and unknown threshold va...
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 ...
From a wavelet-based quantile-on-quantile regression perspective 2022, Energy Citation Excerpt : Fourth, since we consider the impacts of temporal lags in the independent variable on the contemporaneous dependent variable, the QQ method ameliorates the endogeneity problem regarding simultaneity, which ...
We aimed to use rolling quantile regression, quantile-on-quantile, and causality-in-quantiles methods to document the dynamics and causal relationships between oil price shocks and commodities using a dataset from January 1992 to June 2019. The empirical results indicated that the coefficients of the...
All fieldsTitleAbstractKeywordsAuthorsAffiliationsDoiFull TextReferences shareShareannouncementHelpformat_quoteCitequestion_answerDiscuss in SciProfiles Open AccessArticle Article Versions Notes Atmosphere2025,16(2), 233;https://doi.org/10.3390/atmos16020233 ...
Based on the modal regression estimation (Yao et al., 2012) and spline based estimation method, we provide a novel and robust approach to identify nonzero components as well as linear components in semiparametric additive models by applying a two-fold smoothly clipped absolute deviation (Fan and...
Koenker R, Bassett G (1978) Regression quantiles. Econometrica 46(1):33–50 Article MathSciNet MATH Google Scholar Larocque D (2003) An affine-invariant multivariate sign test for cluster correlated data. Can J Stat 31:437–455 Article MathSciNet MATH Google Scholar Larocque D (2005) Th...