This paper studies estimation and inference in a quantile regression dynamic panel model with fixed effects. Panel data fixed effects estimators are typically biased in the presence of lagged dependent variables as regressors. To reduce the dynamic bias in the quantile regression panel data model I develop an instrumental variables approach that employs lagged regressors as instruments. I show ...

Stratospheric variability may affect tropospheric weather on time scales between a few weeks and months, thus providing great potential for sub-seasonal to seasonal forecasts of extremes. Unlike standard linear regression, which is based the conditional mean response variable, lagged quantile regression used here, enables modeling variable's complete distribution. Using ERA5 reanalysis, we expl...

Meta-analysis techniques allow researchers to aggregate effect sizes, like standardized regression estimates, of different studies. Recently, continuous-time meta-analysis (CTmeta) has been developed such that the time-interval dependent lagged-parameter estimates can be properly meta-analyzed. This leads overall and their multivariate confidence interval. Often, are not only interested in thes...

The estimation of regression models subject to exact linear restrictions, is a widely applied technique, however, aside from simple examples, the reparameterization method is rarely employed except in the case of polynomial lags. We believe this is due to the lack of a general transformation method for changing from the definition of restrictions in terms of the unrestricted parameters to the e...

The generation of uniform pseudo-random numbers between 0 and 1 is important in many numerical simulations. The purpose of this report is to explore the best generator(s) of such random numbers in terms of statistical properties and speed. While attempting to find the best generator in general, the specific goal of this report is to find the best generator for Latin hypercube sampling [Iman and...

aim : to determine the associated factors of reflux duration, using quantile regression model. background : reflux is one of the most prevalent gastrointestinal disorders.  statistical tools are widely used to assess the associated factors on reflux severity and frequency. patients and methods : a door to door questionnaire has been used to evaluate gastrointestinal symptoms including reflux an...

the aim of this study was to determine the monthly dtr mass load of amphetamine-type compounds in poland as well as an investigation of cyclical behaviour by using time series analysis and especially trends analysis.amphetamine, methamphetamine and mdma (ecstasy) were detected in wastewater samples collected from the main wastewater treatment plant in the city of poznan using liquid chromatogra...

We use the adaptive LASSO from the statistical learning literature to identify economically connected industries in a general predictive regression framework. The framework permits complex industry interdependencies, including both direct and indirect sectoral links. Consistent with gradual information diffusion across economically connected industries, we find extensive evidence that lagged re...

The purpose of this paper is to examine and evaluate the effects of government intervention on the Iranian economy over the last few decades. It is shown that public expenditures affect the value added of each economic sector not only simultaneously, but lagged over several periods. Regression results show that the value added from the agricultural sector has never been affected by government e...