This is a preview. Log in through your library . Abstract Using RUMiC data and a simple panel quantile regression method, this paper accounts for the time-invariant individual specific characteristics ...

Beta regression offers a robust framework for analysing data that are confined to the unit interval, enabling researchers to model proportions, probabilities, and other fractional outcomes with ...

One of the more difficult challenges for modeling is deciding how (or if) to deal with extreme data points. It’s a common problem in economic and financial numbers. Fat tailed distributions are ...

Dependent censoring occurs in many biomedical studies and poses considerable methodological challenges for survival analysis. We develop a new approach for analyzing dependently censored data by ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

One of the more difficult challenges for modeling is deciding how (or if) to deal with extreme data points. It’s a common problem in economic and financial numbers. Fat tailed distributions are ...