Titlebook: Economic Applications of Quantile Regression; Bernd Fitzenberger,Roger Koenker,José A. F. Machad Book 2002 Physica-Verlag Heidelberg 2002

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For whom the reductions count: A quantile regression analysis of class size and peer effects on schnd potential endogeneity in the class size variable, an educational production function is estimated using a quantile regression technique. The “conventional wisdom” that class size reduction is a viable means to increase scholastic achievement is discounted. Rather, the results point towards a far

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The effects of demographics and maternal behavior on the distribution of birth outcomes,quantiles of the birthweight distribution. Due to the high costs and longterm effects (both medical and economic) associated with low-birthweight babies, there is a great deal of interest in quantifying these effects, particularly at the lower end of the birthweight distribution. Using large samples

Functional

Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms,nufacturing firms data. Due to the high asymmetric distribution of R&D expenditure, the mean regression does not capture properly the stylized facts of R&D behavior; hence it underestimates the sales elasticity. Comparing the parametric estimates and nonparametric estimates allows us to see that the

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Portfolio style: Return-based attribution using quantile regression,o returns on returns of factor mimicking indices. The method is easy to apply and does not require information about portfolio composition. Classification using least squares means that style is determined by the way factor exposure influences . returns. We introduce regression quantiles as a comple

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Integrated Conditional Moment testing of quantile regression models,Bierens (1982) and Bierens and Ploberger (1997). This test requires reestimation of the quantile regression model by minimizing the ICM test statistic with respect to the parameters. We apply this ICM test to examine the correctness of the functional form of three median regression wage equations.

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