This work proposes new inference methods for the estimation of a regression coefficientof interest in quantile regression models. We consider high-dimensional models where the number ofregressors potentially exceeds the sample size but a subset of them suffice to construct a reasonableapproximation of the unknown quantile regression function in the model. The proposed methods are<lb...

A lower bound for a finite-scenario chance-constrained problem is given by the quantile value corresponding to the sorted optimal objective values of scenario subproblems. This quantile bound can be improved by grouping subsets of scenarios at the expense of larger subproblems. The quality of the bound depends on how the scenarios are grouped. We formulate a mixed-integer bilevel program that o...

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 fixed effects estimator I suggest the use of the instrumental variables quantile regression method of Chernozhukov a...

Economic complexity makes it possible to assess the development of countries, relations innovation, and differentiation products. The article considers links between hypotheses Kuznets environmental curve economic using panel data for group BRICS countries (Brazil, Russia, India, China, South Africa) from 1990 2015. As an econometric strategy, this study considered fully modified least squares ...

Abstract The current study extends the previous literature by exploring effects of a newly discovered driver, i.e., import taxes (as proxy for commercial policies), on consumption-based carbon emissions (CCO2e) 1990Q1-2017Q4. For empirical analysis, several tests and methods, including Augmented Dickey–Fuller unit root test, Zivot–Andrews asymmetric cointegration bound testing approach, non-lin...

It has been suggested that existing estimates of the long-run impact of a surprise move in income may have a substantial upward bias due to the presence of a trend break in 1970s (1350s) and 1980s (1360s) gross domestic product (contained oil) data of Iran. This article shows that the statistical evidence does not warrant abandoning the no-trend-break null hypothesis at the 5% significance leve...