This chapter reviews the theory of extremal quantile regression. It shows that each of the
sequences produces different asymptotic approximation to the distribution of the quantile …

Background: Growing evidence indicates that immigration policy and enforcement adversely
affect the well-being of Latino immigrants, but fewer studies examine 'spillover effects' on …

This paper proposes methods for estimation and inference in multivariate, multi-quantile
models. The theory can simultaneously accommodate models with multiple random …

The paper provides fresh empirical evidence on the adaptation process in Niger rural
communities using original longitudinal socio-economic panel data merged with granular …

We provide an overview of linear quantile regression models for continuous responses
repeatedly measured over time. We distinguish between marginal approaches, that explicitly …

A quantile vector autoregressive (VAR) model, unlike standard VAR, traces the interaction
among the endogenous random variables at any quantile. Quantile forecasts are obtained …

We present a methodology for estimating the distributional effects of an endogenous
treatment that varies at the group level when there are group‐level unobservables, a …

We study the persuasive impacts of non-informative communication on the short-run beliefs
and long-run behavior of individuals. We do so in the context of the Papal visit to Brazil in …

The widespread use of quantile regression methods depends crucially on the existence of
fast algorithms. Despite numerous algorithmic improvements, the computation time is still …

This paper explores the relationship between policy settings and extreme positive and
negative growth events, what we call GDP tail risks, using quantile regression methods …