Quantile regression

area: Regression models · 5 papers in the last 7 days

\hat\beta_\tau = \operatorname*{arg\,min}_{\beta} \sum_{i} \rho_\tau(y_i - x_i^\top\beta),\quad \rho_\tau(u) = u\,(\tau - \mathbf{1}\{u < 0\})

Estimates how regressors shift a chosen quantile of the outcome rather than its mean.

LaTeX: \hat\beta_\tau = \operatorname*{arg\,min}_{\beta} \sum_{i} \rho_\tau(y_i - x_i^\top\beta),\quad \rho_\tau(u) = u\,(\tau - \mathbf{1}\{u < 0\})

Names searched for: quantile regression, quantile-on-quantile

Key findings

Quantile regression was mentioned in 48 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #22 of the 104 equations and models mentioned.
By journal category: Economics (20), Finance (16), Management (5), AI (3), Accounting (2) and Operations Research (2).
Most of them appeared in International Review of Economics & Finance (5), Future Business Journal (3) and Energy Economics (3).
Often mentioned together with Ordinary least squares (OLS) (14), Logistic regression (logit) (9) and Vector autoregression (VAR) (8).
Datasets named in the same papers: Economic Policy Uncertainty index (8), World Development Indicators (World Bank) (6) and Geopolitical Risk index (5).

Papers mentioning Quantile regression, newest first.
Date	Title	Journal	Authors	Affiliations
2026-10-23	Dynamic prediction of loss given default in Norwegian retail credit card debt: advanced machine learning versus statistical models	Digital Finance	Cathy Ho, Isabel A. C. Sandersen, Espen Selliken et al.	Norwegian University of Science and Technology
2026-10-22	Linear-Quadratic Expectile Regression Model	Computational Economics	Chen Ji, Xiaoying Zhou, Panjing Song	Hainan Normal University
2026-10-22	Income responsiveness of household energy expenditure across life-cycle stages: Evidence from China	Energy Policy	Danhong Ma, Weizhen Ren, Zilong Zhang	Lanzhou University; Henan University
2026-10-21	Does financial development have a heterogeneous impact on income inequality? evidence from panel quantile regression	Journal of Economics and Finance	Prakashani Singh, Shobhana Sikhawal	Indian Institute of Technology Kanpur; Birla Institute of Technology and Science - Hyderabad Campus; Birla Institute of Technology and Science, Pilani
2026-10-21	The gendered inequality impact of the cost-of-living crisis: a comparative analysis	The Journal of Economic Inequality	Denisa Maria Sologon, Karina Doorley, Iryna Kyzyma et al.	Luxembourg Institute of Socio-Economic Research; Trinity College Dublin; Ollscoil na Gaillimhe – University of Galway
2026-10-17	Threshold asymmetries in Nigeria’s inflation dynamics	Portuguese Economic Journal	Ali Umar Ahmad, Bashir Yakubu Sani, Ahmad Rajab Jwailes et al.	Universiti Malaysia Terengganu; Maryam Abacha American University of Nigeria; China University of Geosciences; …
2026-10-16	Resilient or unstable? Real rate regimes in emerging markets	Empirical Economics	Türker BATMAZ, Alper Gormus, Elif Hilal Nazlıoğlu	Balıkesir University; Coastal Carolina University; Pamukkale University
2026-10-15	Geopolitical risk spillovers among GCC stock markets, non-renewable energy, and gold: evidence from a quantile connectedness approach	Portuguese Economic Journal	Nidhal Mgadmi, Fekria Belhouichet, Ştefan Cristian Gherghina et al.	University of Sfax; Faculty of Economics and Management of Sfax; Bucharest University of Economic Studies; …
2026-10-15	Economic Inequality Reduces Sustainable Consumption: Cross-National and Experimental Evidence and Psychological Mechanisms	Journal of Business Ethics	Steven A. Brieger, Jacob Hörisch, Xinyu Zhang	NEOMA Business School; Leuphana University of Lüneburg; University of Sussex
2026-10-14	Dividend Policy, Institutional Ownership and Stock Price Volatility Across Volatility Regimes: Evidence from Bursa Malaysia	Asia-Pacific Financial Markets	Syed Quaid Ali Shah, Walid Cheffi, Samirah Almutairi et al.	King Fahd University of Petroleum and Minerals; University of Science and Technology Bannu
2026-10-12	The influence of inflation on commercial bank performance: a systematic review	Future Business Journal	Safwan Al-Dhobee, Mohammed Al-Rafaik, Ali Al-Oluki et al.	Sana'a University; Thamar University; Al-Razi University
2026-10-12	Is state fragility a hindrance to trade openness in Africa?	International Economics and Economic Policy	Constant Fouopi Djiogap, Steves Brice Donald Mbah Njoh, Steve Douanla Meli	University of Namur; UCLouvain; University of Ngaoundéré
2026-10-11	Divergent reactions to oil price shocks: Green vs. traditional bond perspective across oil-exporting and oil-importing economies	International Review of Financial Analysis	Ali AKGÜL, Hasan Murat Ertuğrul, Onur Polat	Anadolu University; Hacettepe University
2026-10-11	Mortgage risk and inequality during the COVID-19 crisis	International Review of Financial Analysis	Aleksandr Kornilov, Natalia Levenko	Tallinn University of Technology; Bank of Estonia
2026-10-09	Reassessing the evidence on Spain's energy poverty amid the green transition: A replication and augmentation	Energy Economics	Purushottam Yada, Sajal Ghosh, Kakali Kanjilal	Management Development Institute; International Management Institute
2026-10-08	The role of external debt dynamics in monetary policy effectiveness: Insights from Pacific Island countries	Journal of Asian Economics	K.P. Prabheesh, Biswajit Panigrahi, Lavenia Cocker	Indian Institute of Technology Hyderabad
2026-10-08	Early growth, limited persistence: User entrepreneurship and firm employment growth	Journal of Business Venturing Insights	Zheng Tian, Luyi Han, Timothy R. Wojan et al.	Pennsylvania State University; Georgetown University
2026-10-08	Entrepreneurship development, corruption perception, and sustainable development outcomes in emerging economies: the moderating role of digital financial inclusion	Future Business Journal	Seun Adebowale Adebanjo
2026-10-08	Behavioral drivers of cryptocurrency markets: A systematic review	Journal of Behavioral and Experimental Finance	Sebastian Steindl, Hans Rüdiger Kaufmann, Bernd Britzelmaier	University of Nicosia; Pforzheim University of Applied Sciences
2026-10-08	Is the relationship between climate policy uncertainty and cash holding nonlinear?	The North American Journal of Economics and Finance	Augustinos I. Dimitras, Efstathios Magerakis, George Peppas	Hellenic Open University
2026-10-07	Geopolitical risk and the spatial convergence of renewable energy consumption: Evidence from 1996 to 2026	International Review of Economics & Finance	Liu He, 邹佰峰, Xing Chiang	Northeast Agricultural University; Northeast Forestry University; City University of Macau
2026-10-07	Unveiling the link between promoter ownership, business groups and CSR expenditure: evidence from Indian listed and unlisted firms	International Journal of Disclosure and Governance	Saba Shireen, R. L. Manogna, Hsin-I Chou	Birla Institute of Technology and Science, Pilani - Goa Campus; RMIT University
2026-10-07	Testing for dominance in risk transmission mechanisms towards the European energy market	Finance research letters	Jone Ascorbebeitia, Eva Ferreira, Susan Orbe	University of the Basque Country
2026-10-06	Optimization modeling in business and government: in honor of Professor John M. Mulvey on his 80th birthday	Annals of Operations Research	David A. Saunders, Stavros A. Zenios	University of Waterloo; Durham University; University of Cyprus
2026-10-06	Do digitalization and institutional capacity improve EU fund management for bridging territorial gaps? Evidence from the 2014–2020 Cohesion Policy	The Annals of Regional Science	Benedetta Coluccia, Valentina Cattivelli, Roberta Barbieri	Pegaso University; University of Salento
2026-10-05	The empirics of the tourism–growth nexus: how does tourism specialization affect regional growth paths?	The Annals of Regional Science	David Boto‐García, Roberto Balado‐Naves, José Francisco Baños-Pino et al.	Universidad de Oviedo
2026-10-05	Dynamics of regime and quantile connectedness across new economy markets	International Review of Economics & Finance	Sami Al Kharusi, Rim M. El Khoury, Walid Mensi et al.	Sultan Qaboos University; Lebanese American University; Pusan National University
2026-10-05	Transparent forecasting with XAI: Improving accuracy and trust in electricity demand prediction	Knowledge-Based Systems	Somya Bansal, Vaibhav Baldeva, Asmit Cajla et al.	Thapar Institute of Engineering & Technology; Torrens University Australia; Norwegian University of Science and Technology
2026-10-03	Does geopolitical risk amplify sentiment effects in green equity markets? Evidence from multivariate quantile-on-quantile analysis	Journal of Behavioral and Experimental Finance	Simran Agarwal, Puja Padhi	Indian Institute of Technology Bombay
2026-10-03	Uncertainty quantification for trustworthy deep learning: Methods and measures	Neural Networks	H. Martin Gillis, Thomas P. Trappenberg	Dalhousie University
2026-10-03	Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures	Computational Economics	Jan Maciejowski, Manuele Leonelli	IE University
2026-10-02	Targeted bidders in government tenders	Journal of Economic Behavior & Organization	Matilde Cappelletti, Leonardo Maria Giuffrida	Centre for European Economic Research; University of Mannheim
2026-10-02	The impact of international clean energy finance and public policies on the low-carbon energy transition: Evidence from Egypt and Brazil	Energy Policy	Tunahan Değirmenci, Yusuf Ünsal	Sakarya University; Azerbaijan State University of Economics; Anadolu University
2026-10-01	Beyond Average Effects: Quantile Regression Evidence of a Green Finance Tipping Point in BRICS Economies	Research in International Business and Finance	Na Yun, Smung Chee	Northwest University; Xi'an University of Finance and Economics; Xi’an University; …
2026-10-01	Globalization channels and business cycle synchronization: The roles of capital mobility and China's bilateral trade	International Review of Economics & Finance	Dong Yao, Wanyin Zhong, Liang Chen et al.	Chengdu Jincheng College; Chengdu Medical College
2026-10-01	Trade wars, geopolitical risk, and volatility dynamics in sustainable and conventional energy ETFs	Energy Economics	Muhammad Shabaz, Mosab Ismail Tabash, Umaid A. Sheikh et al.	Beijing Institute of Technology; Gulf University for Science & Technology; University of Cambridge; …
2026-10-01	Media Interpretation, Investor Attention, and Volatility Escalation in Global Financial Markets	Finance research letters	Zuzana Janková	Brno University of Technology
2026-10-01	Patent agglomeration and environmental efficiency: effects and mechanisms in Africa	Energy Economics	Rockson Sai, Hongping Yuan, Ebenezer Kwabena Takyi et al.	Guangzhou University; Environmental Protection Agency; Emory University; …
2026-10-01	High-dimensional portfolio optimization with weight constraints: Forecasting models utilizing GARCH-EVT, R-vine copula, and SCAD penalty	International Journal of Forecasting	Jian Lv, Chenxu Wang, Wenyong Yuan	Zhejiang University of Finance and Economics
2026-10-01	Tourism in Balance and public investments in Italian regions	The Annals of Regional Science	Martina Aronica, Maria Francesca Cracolici, Davide Piacentino et al.	University of Palermo
2026-10-01	COCOA: a model-agnostic framework for forecasting accessories demand from final product sales	Computers & Industrial Engineering	Matteo Gabellini, Alberto Regattieri	University of Ferrara; University of Bologna
2026-10-01	Combining value-at-risk and expected-shortfall forecasts via the model confidence set	International Journal of Forecasting	Alessandra Amendola, Vincenzo Candila, Antonio Naimoli et al.
2026-09-30	Communication-efficient distributed quantile regression neural networks via convolution smoothing and poisson sampling	Expert Systems with Applications	Chenyan Hao, Ying Chen, Jun Jin et al.	Yangzhou University; Southwestern University of Finance and Economics; University of Canberra
2026-09-30	Order-flow toxicity in cryptocurrency perpetual futures: Order flow signals, price-impact persistence, and the limits of volatility-based metrics	International Review of Economics & Finance	Suresh Rajendran, Divya Singaravelu
2026-09-30	Nonparametric identification of first-price auction with unobserved competition: A density discontinuity framework	Journal of Econometrics	Emmanuel Guerre, Yao Luo
2026-09-29	National cultural dimensions and materiality assessment disclosure in sustainability reporting: cross-country evidence from the world’s leading companies	Future Business Journal	Magdi Abdoh Al-Rowaidi, Lian Kee Phua, Dayana Jalaludin et al.	Universiti Sains Malaysia; Hadhramout University; University of Malaya; …
2026-09-28	From digital inclusion to social inclusion: How bridging digital divide affects rural income inequality in China?	International Review of Economics & Finance	Nie Changteng, Fan Zhang	Fujian Business University; Gannan Normal University
2026-09-27	Does board compensation impact corporate social responsibility investments? -Evidence from India	Journal of Management & Governance	Ankur Paliwal	IFMR Graduate School of Business; Krea University