GMM quantile regression
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DOI: 10.1016/j.jeconom.2020.11.014
Abstract: Abstract This paper develops generalized method of moments (GMM) estimation and inference procedures for quantile regression models. We propose a GMM estimator for simultaneous estimation across multiple quantiles. This estimator allows us to model quantile… read more here.
Keywords: gmm quantile; estimator; quantile regression; regression ... See more keywords
Re-Examining the Determinants of Islamic Bank Performance: New Evidence from Dynamic GMM, Quantile Regression, and Wavelet Coherence Approaches
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DOI: 10.1080/1540496x.2016.1250076
Abstract: ABSTRACT This study is the first attempt to conduct a comparative analysis of the internal and external determinants of the Islamic banks’ profitability in the GCC region applying dynamic GMM, quantile regression, and wavelet coherence… read more here.
Keywords: quantile regression; determinants islamic; gmm quantile; dynamic gmm ... See more keywords