Listagem Congressos / RP por Assunto "Análise de regressão"

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    • Distributional counterfactual analysis with (common) deterministic trend units 

      Masini, Ricardo
      2018-01
      The goal of this paper is to extend the counterfactual methodologies in particular Carvalho et al. (2016), by considering the estimation of quantile counterfactuals in the presence of trend units. We derive an asymptotically ...

    • Smoothing quantile regressions 

      Fernandes, Marcelo; Emmanuel, Guerre
      2018-04-08
      We propose to smooth the entire objective function rather than only the check function in a linear quantile regression context. We derive a uniform Bahadur-Kiefer representation for the resulting convolution-type kernel ...