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Volumn 15, Issue 4, 2012, Pages 265-279

Spatial Quantile Regression

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EID: 85014123612     PISSN: 15082008     EISSN: 20826737     Source Type: Journal    
DOI: 10.2478/v10103-012-0040-8     Document Type: Article
Times cited : (12)

References (20)
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    • Chambers R., Pratesi M., Salvati N., Tzavidis N. (2005), Small Area Estimation: spatial information and M- quantile regression to estimate the average production of olive per farm, Wp 279, Dipatimento di Statistica e Matematica Applicata all'Economia, Universita di Pisa
    • (2005)
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  • 3
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  • 4
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    • (1994) Multivariate Analysis and its Applications
    • Cleveland, W.S.1
  • 5
    • 33749340520 scopus 로고    scopus 로고
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    • Kim T.-H., Muller Ch. (2004), Two-Stage Quantile Regression when the First Stage is Based on Quantile Regression, Econometrics Journal, 7
    • (2004) Econometrics Journal , vol.7
    • Kim, T.-H.1    Muller, C.2
  • 11
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  • 14
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    • Quantile Regression Model versus Factor Model Estimation, in: Financial Investments and Insurances
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    • Trzpiot, G.1
  • 15
    • 85025274191 scopus 로고    scopus 로고
    • Application weighted VaR in capital allocation
    • Olsztyn
    • Trzpiot G., (2009 b), Application weighted VaR in capital allocation, Polish Journal of Environmental Studies, Olsztyn, Vol 18, 5B
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    • Trzpiot, G.1
  • 16
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    • Estimation methods for quantile regression
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  • 17
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    • Quantile Regression Model of Return Rate Relation - Volatility for Some Warsaw Stock Exchange Indexes
    • (in Polish) University of Szczecin
    • Trzpiot G., (2010), Quantile Regression Model of Return Rate Relation - Volatility for Some Warsaw Stock Exchange Indexes, (in Polish), Finances, Financial Markets and Insurances. Capital Market, University of Szczecin, Vol 28, 61-76
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  • 18
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    • Bayesian Quantile Regression, Studia Ekonomiczne
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    • Trzpiot G. (2011a). Bayesian Quantile Regression, Studia Ekonomiczne, Zeszyty Naukowe nr 65, Uniwersytet Ekonomiczny w Katowicach, 33-44
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  • 19
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