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Quantile regression
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#	Item
251	ECONOMETRICS Bruce E. Hansen c 2000, 20121 University of Wisconsin Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2012-01-18 12:38:22 Linear regression Heteroscedasticity Generalized method of moments Instrumental variable Least squares Quantile regression Vector autoregression Generalized least squares Gauss–Markov theorem Statistics Regression analysis Econometrics
252	ECONOMETRICS Bruce E. Hansen c 2000, 20091 University of Wisconsin Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2009-01-14 12:55:11 Linear regression Instrumental variable Dummy variable Quantile regression Bootstrapping Generalized least squares Least squares Heteroscedasticity Variance Statistics Regression analysis Econometrics
253	ECONOMETRICS Bruce E. Hansen c 2000, 20081 University of Wisconsin Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2008-01-18 10:09:13 Linear regression Instrumental variable Dummy variable Quantile regression Bootstrapping Generalized least squares Heteroscedasticity Variance Resampling Statistics Regression analysis Econometrics
254	ECONOMETRICS Bruce E. Hansen c °2000, 20061 University of Wisconsin Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2006-01-10 14:33:45 Linear regression Bootstrapping Resampling Instrumental variable Generalized method of moments Quantile regression Vector autoregression Linear least squares Multivariate random variable Statistics Econometrics Regression analysis
255	Microsoft PowerPoint - euro-effects_21_06_05A.ppt Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-06-22 02:48:27 Time series analysis Autoregressive conditional heteroskedasticity Econometrics Euro Quantile regression Volatility Yield curve Statistics Economics Mathematical finance
256	Discussion of Bayesian tail risk interdependence using quantile regression P. Giudici† † University of Pavia Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:23:36 Bayesian statistics Statistical inference Bayesian inference Statistical forecasting Inference Gibbs sampling Statistics Logic Statistical theory
257	Bayesian tail risk interdependence using quantile regression M. Bernardi† , G. Gayraud‡ and L. Petrella† † ‡ Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:23:52 Regression analysis Statistical theory Quantile regression Quantile Normal distribution Bayesian inference Exponential distribution Statistics Econometrics Bayesian statistics
258	Imputation assessments for the IIAG 1 Introduction This document contains a write-up of some simulations performed by the Mo Ibrahim Foundation to assess imputation methods. We begin below by describing the imputation me Add to Reading List Source URL: www.moibrahimfoundation.org Language: English - Date: 2013-10-16 14:34:00 Econometrics Missing data Imputation Regression analysis Extrapolation Linear interpolation Quantile Linear regression Statistics Data analysis Interpolation
259	FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS Russell Davidson James G. MacKinnon Add to Reading List Source URL: qed.econ.queensu.ca Language: English - Date: 2002-11-20 07:49:40 Regression analysis Parametric statistics Statistical tests Bootstrapping Resampling Bootstrap aggregating T-statistic Linear regression Quantile Statistics Statistical inference Computational statistics
260	document de travail[removed]DÉCEMBRE 2013 Application de la régression quantile et ses tests statistiques sur les données PISA Add to Reading List Source URL: publications.irdp.relation.ch Language: French - Date: 2014-02-13 07:29:45

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