Institute of Information Theory and Automation

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Nonparametric (statistical) methods in modern econometrics

Agency: 
GACR
Identification Code: 
GA17-07384S
Start: 
2017-01-01
End: 
2019-12-31
Project Focus: 
teoretický
Project Type (EU): 
other
Abstract: 
We want to conduct some meaningful and fruitful econometric research into multiple-output regression quantiles and related concepts of nonparametric statistics. In particular, we intend (a) to explore the use of directional and elliptical (regression) quantiles for statistical inference, (b) to generalize the elliptical (regression) quantiles in a few ways, (c) to overcome related computational issues and to implement elliptical quantile regression in a suitable software environment, and (d) to illustrate possible application of new methods.
Publications ÚTIA: 
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2017-08-14 11:58