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Фурие-Квантил-върху-Квантил Регресия×Квантилна регресия×
ОбластИконометрияИконометрия
СемействоRegression modelRegression model
Година на възникване2015-2020s1978
СъздателExtension combining Sim & Zhou (2015) QQ regression with Fourier flexible-form smoothingKoenker & Bassett
ТипNonparametric quantile regression with Fourier smoothingConditional quantile regression
Основополагащ източникSim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Други названияFourier QQ regression, Fourier-QQR, Fourier quantile regression with quantile regressors, smooth structural-break QQ regressionconditional quantile regression, regression quantiles, Kantil Regresyon
Свързани65
РезюмеFourier quantile-on-quantile regression extends the quantile-on-quantile (QQ) framework of Sim and Zhou (2015) by embedding Fourier trigonometric terms into the local linear quantile model. This allows the estimated dependence between the quantiles of one variable and the quantiles of another to vary smoothly over time, capturing gradual structural change without imposing a known break date.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
ScholarGateНабор от данни
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 2 Източници
  3. PUBLISHED

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ScholarGateСравнение на методи: Fourier Quantile-on-Quantile Regression · Quantile Regression. Извлечено на 2026-06-18 от https://scholargate.app/bg/compare