create a website

Quantile regression estimation of partially linear additive models. (2014). Hoshino, Tadao.
In: Journal of Nonparametric Statistics.
RePEc:taf:gnstxx:v:26:y:2014:i:3:p:509-536.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 29

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. GMM estimation of partially linear additive spatial autoregressive model. (2023). Cheng, Suli.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000233.

    Full description at Econpapers || Download paper

  2. Opening the black box – Quantile neural networks for loss given default prediction. (2022). Kellner, Ralf ; Nagl, Maximilian ; Rosch, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002855.

    Full description at Econpapers || Download paper

  3. GMM Estimation of a Partially Linear Additive Spatial Error Model. (2021). Cheng, Suli.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:6:p:622-:d:517397.

    Full description at Econpapers || Download paper

  4. Day Ahead Hourly Global Horizontal Irradiance Forecasting—Application to South African Data. (2019). Sigauke, Caston ; Mulaudzi, Sophie ; Mpfumali, Phathutshedzo ; Bere, Alphonce.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:18:p:3569-:d:268391.

    Full description at Econpapers || Download paper

  5. Short term electricity demand forecasting using partially linear additive quantile regression with an application to the unit commitment problem. (2018). Sigauke, Caston ; Fildes, Robert ; Lebotsa, Moshoko Emily ; Boylan, John E ; Bere, Alphonce.
    In: Applied Energy.
    RePEc:eee:appene:v:222:y:2018:i:c:p:104-118.

    Full description at Econpapers || Download paper

  6. Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures. (2016). Roh, Taeyoung ; Choi, Taeryon ; Jo, Seongil.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:28:y:2016:i:1:p:177-206.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Buchinsky, Moshe. (1995). Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study. In: Journal of Econometrics, 68 2 pp. 303-338.

  2. Chamberlain, Gary. (1992). Efficiency Bounds for Semiparametric Regression. In: Econometrica, 60 3 pp. 567.

  3. Costanigro, Marco ; Mittelhammer, Ron C. ; McCluskey, Jill J.. (2009). Estimating class-specific parametric models under class uncertainty: local polynomial regression clustering in an hedonic analysis of wine markets. In: J. Appl. Econ., 24 7 pp. 1117-1135.

  4. De Gooijer, Jan G ; Zerom, Dawit. (2003). On Additive Conditional Quantiles With High-Dimensional Covariates. In: Journal of the American Statistical Association, 98 461 pp. 135-146.

  5. Dette, Holger ; Wilkau, Carsten Von Lieres Und. (2001). Testing Additivity by Kernel-Based Methods: What Is a Reasonable Test?. In: Bernoulli, 7 4 pp. 669.
    Paper not yet in RePEc: Add citation now
  6. Doksum, Kjell ; Koo, Ja-Yong. (2000). On spline estimators and prediction intervals in nonparametric regression. In: Computational Statistics & Data Analysis, 35 1 pp. 67-82.

  7. Fan J., 1996. Local Polynomial Modeling and Its Applications
    Paper not yet in RePEc: Add citation now
  8. Feng, X. ; He, X. ; Hu, J.. (2011). Wild bootstrap for quantile regression. In: Biometrika, 98 4 pp. 995-999.

  9. Gozalo, Pedro L. ; Linton, Oliver B.. (2001). Testing additivity in generalized nonparametric regression models with estimated parameters. In: Journal of Econometrics, 104 1 pp. 1-48.

  10. Hall, Peter ; Wolff, Rodney C. L. ; Yao, Qiwei. (1999). Methods for Estimating a Conditional Distribution Function. In: Journal of the American Statistical Association, 94 445 pp. 154-163.

  11. He, Xuming ; Shao, Qi-Man. (2000). On Parameters of Increasing Dimensions. In: Journal of Multivariate Analysis, 73 1 pp. 120-135.

  12. Horowitz, Joel L ; Lee, Sokbae. (2005). Nonparametric Estimation of an Additive Quantile Regression Model. In: Journal of the American Statistical Association, 100 472 pp. 1238-1249.

  13. Horowitz, Joel L. ; Mammen, Enno. (2004). Nonparametric estimation of an additive model with a link function. In: Ann. Statist., 32 6 pp. 2412-2443.

  14. Horowitz, Joel L.. (2009). Semiparametric and Nonparametric Methods in Econometrics. In:, pp. .
    Paper not yet in RePEc: Add citation now
  15. Huang, Jianhua Z.. (2003). Local asymptotics for polynomial spline regression. In: Ann. Statist., 31 5 pp. 1600-1635.
    Paper not yet in RePEc: Add citation now
  16. Kato, K.. (2012). Weighted Nadaraya-Watson Estimation of Conditional Expected Shortfall. In: Journal of Financial Econometrics, 10 2 pp. 265-291.

  17. Koenker, Roger ; Bassett, Gilbert. (1978). Regression Quantiles. In: Econometrica, 46 1 pp. 33.

  18. Koenker, Roger. (2005). Quantile Regression. In:, pp. .

  19. Lee, Seunggeun ; Zou, Fei ; Wright, Fred A.. (2010). Convergence and prediction of principal component scores in high-dimensional settings. In: Ann. Statist., 38 6 pp. 3605-3629.
    Paper not yet in RePEc: Add citation now
  20. Lee, Sokbae. (2007). Endogeneity in quantile regression models: A control function approach. In: Journal of Econometrics, 141 2 pp. 1131-1158.

  21. Li, Qi. (2000). Efficient Estimation of Additive Partially Linear Models. In: Int Economic Rev, 41 4 pp. 1073-1092.

  22. Ma, Shujie ; Yang, Lijian. (2011). Spline-backfitted kernel smoothing of partially linear additive model. In: Journal of Statistical Planning and Inference, 141 1 pp. 204-219.
    Paper not yet in RePEc: Add citation now
  23. Newey, Whitney K.. (1997). Convergence rates and asymptotic normality for series estimators. In: Journal of Econometrics, 79 1 pp. 147-168.

  24. Powell J.L., 1991. Nonparametric and Semiparametric Methods in Econometrics
    Paper not yet in RePEc: Add citation now
  25. Qingguo, Tang ; Longsheng, Cheng. (2008). M-estimation and B-spline approximation for varying coefficient models with longitudinal data. In: Journal of Nonparametric Statistics, 20 7 pp. 611-625.

  26. Su, L., and Hoshino, T. (2013), ‘Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models’, Working paper, Singapore Management University.

  27. Wang, Xiaoming ; Carriere, Keumhee C.. (2011). Assessing additivity in nonparametric models -A kernel-based method. In: Can J Statistics, 39 4 pp. 632-655.
    Paper not yet in RePEc: Add citation now
  28. Yu, Keming ; Jones, M. C.. (1998). Local Linear Quantile Regression. In: Journal of the American Statistical Association, 93 441 pp. 228-237.
    Paper not yet in RePEc: Add citation now
  29. Yu, Keming ; Lu, Zudi. (2004). Local Linear Additive Quantile Regression. In: Scand J Stat, 31 3 pp. 333-346.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Quantile regression for long memory testing: A case of realized volatility. (2012). Rodrigues, Paulo ; Hassler, Uwe ; Paulo M. M. Rodrigues, ; Rubia, Antonio.
    In: Working Papers.
    RePEc:ptu:wpaper:w201207.

    Full description at Econpapers || Download paper

  2. Examining changes in fresh fruit and vegetable consumption over time and across regions in urban China. (2011). Chang, Hung-Hao ; Chern, Wen S. ; Liu, Kang Ernest.
    In: China Agricultural Economic Review.
    RePEc:eme:caerpp:v:3:y:2011:i:3:p:276-296.

    Full description at Econpapers || Download paper

  3. Nonparametric modelling of biodiversity: Determinants of threatened species. (2011). HALKOS, GEORGE.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:33:y:2011:i:4:p:618-635.

    Full description at Econpapers || Download paper

  4. Measuring the incentives to learn in Colombia using new quantile regression approaches. (2011). Lamarche, Carlos.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:96:y:2011:i:2:p:278-288.

    Full description at Econpapers || Download paper

  5. The reaction of stock market returns to anticipated unemployment. (2011). Taamouti, Abderrahim ; Gonzalo, Jesus.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1145.

    Full description at Econpapers || Download paper

  6. Modelling biodiversity. (2010). HALKOS, GEORGE.
    In: MPRA Paper.
    RePEc:pra:mprapa:39075.

    Full description at Econpapers || Download paper

  7. An empirical assessment of U.S. state-level immigration and environmental emissions. (2010). Squalli, Jay.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:69:y:2010:i:5:p:1170-1175.

    Full description at Econpapers || Download paper

  8. Predictable return distributions. (2010). Pedersen, Thomas.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-38.

    Full description at Econpapers || Download paper

  9. Quantile regression analysis of hedge fund strategies. (2009). Vrontos, Spyridon D. ; Meligkotsidou, Loukia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:264-279.

    Full description at Econpapers || Download paper

  10. State ownership and corporate performance: A quantile regression analysis of Chinese listed companies. (2009). SUN, Laixiang ; Li, Tao ; Zou, Liang.
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:4:p:703-716.

    Full description at Econpapers || Download paper

  11. The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression. (2009). Mattos, Fabio ; Garcia, Philip.
    In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri.
    RePEc:ags:nccc09:53035.

    Full description at Econpapers || Download paper

  12. GEL methods for non-smooth moment indicators. (2008). Smith, Richard ; Parente, Paulo.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:19/08.

    Full description at Econpapers || Download paper

  13. Conditional empirical likelihood estimation and inference for quantile regression models. (2008). Otsu, Taisuke.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:508-538.

    Full description at Econpapers || Download paper

  14. Changes in Fruit and Vegetable Consumption over Time and across Regions in China: A Difference-in-Differences Analysis with Quantile Regression. (2008). Chern, Wen S. ; Liu, Kang Ernest ; Chang, Hung-Hao.
    In: 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida.
    RePEc:ags:aaea08:6531.

    Full description at Econpapers || Download paper

  15. Farm Capital Structure Choice under Credit Constraint: Theory and Application. (2008). Guan, Zhengfei ; Wu, Feng.
    In: 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida.
    RePEc:ags:aaea08:6130.

    Full description at Econpapers || Download paper

  16. Which Elasticity? Estimating the Responsiveness of Taxpayer Reporting Decisions. (2007). Wallace, Sally ; Alm, James.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:13:y:2007:i:3:p:255-267:10.1007/s11294-007-9096-9.

    Full description at Econpapers || Download paper

  17. Which Elasticity? Estimating the Responsiveness of Taxpayer Reporting Decisions. (2007). Wallace, Sally.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:13:y:2007:i:3:p:255-267.

    Full description at Econpapers || Download paper

  18. Small-sample bias in synthetic cohort models of labor supply. (2007). Devereux, Paul.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:4:p:839-848.

    Full description at Econpapers || Download paper

  19. Small sample bias in synthetic cohort models of labor supply. (2006). Devereux, Paul.
    In: Working Papers.
    RePEc:ucn:wpaper:200606.

    Full description at Econpapers || Download paper

  20. Returns to Education and Wage Differentials in Brazil: A Quantile Approach. (2006). Stefani, Patricia ; Biderman, Ciro.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:9:y:2006:i:1:p:1-6.

    Full description at Econpapers || Download paper

  21. Returns to Education and Wage Differentials in Brazil: A Quantile Approach. (2006). Biderman, Ciro ; Stefani, Patricia .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-05i20004.

    Full description at Econpapers || Download paper

  22. Labor market distortions in Cote dIvoire : analyses of employer-employee data from the manufacturing sector. (2005). Verner, Dorte ; Kristensen, Nicolai.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3771.

    Full description at Econpapers || Download paper

  23. Quasi-maximum likelihood estimation for conditional quantiles. (2005). Komunjer, Ivana.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:128:y:2005:i:1:p:137-164.

    Full description at Econpapers || Download paper

  24. Capital structure in South Korea: a quantile regression approach. (2005). Scaramozzino, Pasquale ; Harris, Laurence ; Fattouh, Bassam.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:76:y:2005:i:1:p:231-250.

    Full description at Econpapers || Download paper

  25. The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition. (2005). Vahid, Farshid ; Maitra, Pushkar.
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:2005-452.

    Full description at Econpapers || Download paper

  26. Crime, Isolation, and Law Enforcement. (2004). Fafchamps, Marcel ; Moser, Christine.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:rp2004-05.

    Full description at Econpapers || Download paper

  27. Obesity and Risk Knowledge. (2004). Kan, Kamhon ; Tsai, Wei-Der.
    In: IEAS Working Paper : academic research.
    RePEc:sin:wpaper:04-a002.

    Full description at Econpapers || Download paper

  28. Quantile Regression Evidence on Italian Education Returns. (2004). Giustinelli, Pamela.
    In: Rivista di Politica Economica.
    RePEc:rpo:ripoec:v:94:y:2004:i:6:p:49-100.

    Full description at Econpapers || Download paper

  29. PARAMETER HETEROGENEITY IN THE NEOCLASSICAL GROWTH MODEL: A QUANTILE REGRESSION APPROACH. (2004). Canarella, Giorgio ; Pollard, Stephen.
    In: Journal of Economic Development.
    RePEc:jed:journl:v:29:y:2004:i:1:p:1-31.

    Full description at Econpapers || Download paper

  30. Obesity and risk knowledge. (2004). Kan, Kamhon ; Tsai, Wei-Der.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:23:y:2004:i:5:p:907-934.

    Full description at Econpapers || Download paper

  31. The impact of education in rural Ghana: examining household labor allocation and returns on and off the farm. (2004). Jolliffe, Dean.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:73:y:2004:i:1:p:287-314.

    Full description at Econpapers || Download paper

  32. Smoothed Empirical Likelihood Methods for Quantile Regression Models. (2004). Whang, Yoon-Jae.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1453.

    Full description at Econpapers || Download paper

  33. Smoothed Empirical Likelihood Methods for Quantile Regression Models. (2003). Whang, Yoon-Jae.
    In: Econometrics.
    RePEc:wpa:wuwpem:0310005.

    Full description at Econpapers || Download paper

  34. Capital Structure in South Korea: A Quantile Regression Approach. (2003). Scaramozzino, Pasquale ; Harris, Laurence ; Fattouh, Bassam.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:40.

    Full description at Econpapers || Download paper

  35. School finance reform and voluntary fiscal federalism. (2003). Sonstelie, Jon ; Brunner, Eric.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:87:y:2003:i:9-10:p:2157-2185.

    Full description at Econpapers || Download paper

  36. 401(k)s and household saving: new evidence from the Survey of Consumer Finances. (2002). Pence, Karen.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-6.

    Full description at Econpapers || Download paper

  37. A quantile regression analysis of the cross section of stock market returns. (2002). Barnes, Michelle ; Hughes, Anthony W..
    In: Working Papers.
    RePEc:fip:fedbwp:02-2.

    Full description at Econpapers || Download paper

  38. Quantile regression under random censoring. (2002). Powell, James ; Khan, Shakeeb ; Honore, BO.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:109:y:2002:i:1:p:67-105.

    Full description at Econpapers || Download paper

  39. Asymmetries in union relative wage effects in Ghanaian manufacturing - an analysis applying quantile regressions. (2001). Verner, Dorte ; Blunch, Niels-Hugo (Hugo).
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2570.

    Full description at Econpapers || Download paper

  40. Distortion Costs of Taxing Wealth Accumulation: Income Versus Estate Taxes. (2001). Holtz-Eakin, Douglas ; Marples, Donald.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8261.

    Full description at Econpapers || Download paper

  41. Assymetries in Union Relative Wage Effects in Ghanian Manufacturing - An analysis Applying Quantile Regressions. (2001). Verner, Dorte ; Blunch, Niels-Hugo (Hugo).
    In: CLS Working Papers.
    RePEc:hhs:aarcls:2001_007.

    Full description at Econpapers || Download paper

  42. Evaluation of a three-step method for choosing the number of bootstrap repetitions. (2001). Buchinsky, Moshe ; Andrews, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:103:y:2001:i:1-2:p:345-386.

    Full description at Econpapers || Download paper

  43. WIC PARTICIPATION AND THE NUTRIENT INTAKE OF PRESCHOOLERS. (2001). Variyam, Jayachandran N..
    In: 2001 Annual meeting, August 5-8, Chicago, IL.
    RePEc:ags:aaea01:20623.

    Full description at Econpapers || Download paper

  44. Simple resampling methods for censored regression quantiles. (2000). Ying, Zhiliang ; Bilias, Yannis ; Chen, Songnian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:99:y:2000:i:2:p:373-386.

    Full description at Econpapers || Download paper

  45. Efficiency wage and union effects in labor demand and wage structure in Mexico - An application of quantile analysis. (1999). Ribeiro, Eduardo ; Maloney, William.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2131.

    Full description at Econpapers || Download paper

  46. Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression using Twins Data. (1999). Sosa Escudero, Walter ; Hallock, Kevin ; Arias, Omar.
    In: Department of Economics, Working Papers.
    RePEc:lap:wpaper:016.

    Full description at Econpapers || Download paper

  47. Estimating the variance of the LAD regression coefficients. (1998). Furno, Marilena.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:27:y:1998:i:1:p:11-26.

    Full description at Econpapers || Download paper

  48. An Alternative Estimator for the Censored Quantile Regression Model. (1998). Hahn, Jinyong ; Buchinsky, Moshe.
    In: Econometrica.
    RePEc:ecm:emetrp:v:66:y:1998:i:3:p:653-672.

    Full description at Econpapers || Download paper

  49. Bootstrap Methods for Median Regression Models. (1996). Horowitz, Joel.
    In: Econometrics.
    RePEc:wpa:wuwpem:9608004.

    Full description at Econpapers || Download paper

  50. Measuring the gender gap at different quantiles of the wage distribution. (). Ugidos, Arantza ; Gardeazabal, Javier.
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:108.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-06 00:25:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.