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Koenker, R. (2000): Galton, Edgeworth, Frisch, and Prospects for Quantile Regression in Econometrics. Journal of Econometrics , 95(2): 347–374. Koenker R. Galton, Edgeworth, Frisch, and
Community ecologists have become increasingly interested in analyzing the phylogenetic diversity of species assemblages. Species that co-occur in the same habitats often share a common phylogenetic history such that at coarse spatial scales a species assemblage with a locally clustered phylogenetic structure is usually associated with the presence of habitat filtering mechanisms. However, more recently it has been hypothesized that environmental filters act primarily on the relative abundance of species rather than on their simple presences and absences, reducing the species’ probabilities to persist in given environmental conditions. This process may produce a non-random distribution of species abundances in the regional phylogeny even in the absence of a locally clustered phylogenetic structure. In this paper, using data from the urban flora of Brussels (Belgium) we tested for the presence of non-randomness in the distribution of abundances among the species phylogenetic structure. We argue that the observed pattern of low species phylogenetic distinctiveness at increasing species abundances is compatible with environmental filtering processes.
subfactors (independent variables), we ran quantile regressions (QRs) using Stata’s qreg procedure. QR allows to model the conditional median or any other quantile, whereas ordinary least squares (OLS) regression provides estimates of conditional means
to detect the determinants of misinvoicing and by conducting the conditional nonlinear quantile regression (QR) model analyses whether the determinants alter according to the different misinvoicing ratios. Table 1. Summary of misinvoicing motivations
Much empirical research has been carried out to test the presence of contagion in European sovereign debt crisis since the beginning of 2010. In this paper I will consider contagion as a change in the transmission mechanism of shock, illustrating co-movement among the sovereign credit default swap (CDS) markets of seven European countries and the UK from November 2008 up until June 2013. By examining daily pricing data of the five-year sovereign CDS contracts of these countries, I found a large increase in the volatility in the period of crisis, and hence a correlation test is invalid, but parametric method with GARCH residual time series and quantile regression approach are applicable. The first test modelling time series’ residuals by GARCH formula shows no contagion. In the second method, slope equality tests analyse the stability in linear relationship among markets across quantile and find no evidence of contagion. This final result of no contagion during the debt crisis suggests that the reason of the sovereign risk’s propagation is the conventional interdependence among countries, not the greatness of the shock.
. Ferrando , L. – Ferrer , R. – Jareño , F. ( 2017 ): Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach . The Manchester School , 85 ( 2 ): 212 – 242
. – Bonhomme , S. ( 2016 ): Nonlinear Panel Data Estimation via Quantile Regressions . The Econometrics Journal , 19 ( 3 ): C61 – C94 . Asteriou , D. – Price , S. ( 2000
. Chiang , T. C. – Li , J. – Tan , L. ( 2010 ): Empirical Investigation of Herding Behavior in Chinese Stock Markets: Evidence from Quantile Regression Analysis . Global Finance Journal, 21 : 111 – 124
Auctions and Insider Trading . Econometrica , 53 , 1315 – 1336 . Li , M. and S. Yen ( 2011 ). Re-examining Covariance Risk Dynamics in International Stock Markets Using Quantile
Countries: A Quantile Regression Approach . Review of World Economics , 146 ( 4 ): 731 – 761 . Edwards , S. ( 1998 ): Openness, Productivity and Growth: What do We Really
