2012 Fiscal Year Final Research Report
Econometric Analysis of Quantile RegressionModels andTheir Applications
| Project/Area Number |
22330069
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| Research Category |
Grant-in-Aid for Scientific Research (B)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Kobe University |
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Principal Investigator |
KOZUMI Hideo 神戸大学, 経営学研究科, 教授 (10261273)
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| Co-Investigator(Kenkyū-buntansha) |
MORI Kunie 下関市立大学, 経済学部, 准教授 (10360893)
KAKAMU Kazuhiko 千葉大学, 法経学部, 准教授 (00456005)
MIYAWAKI Koji 関西学院大学, 経済学部, 講師 (40550249)
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| Project Period (FY) |
2010 – 2012
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| Keywords | 計量経済学 / 分位点回帰モデル / ベイズ統計 / マルコフ連鎖モンテカルロ法 |
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| Research Abstract |
Since a set of quantiles often provides more complete description of the response distribution than the mean, this study has focused on quantile regression, which offers an important alternative to classical mean regression. We have developed new quantile regression models and efficient simulation-based methods for analyzing economic data. We have also examined the performance of the proposed methods by empirically investigating the problems such as labor supply andmedical expenditure.
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