| bibtype |
J -
Journal Article
|
| ARLID |
0505226 |
| utime |
20240103222109.8 |
| mtime |
20190605235959.9 |
| WOS |
000457791100005 |
| SCOPUS |
85068216962 |
| title
(primary) (eng) |
Regression Quantiles under Heteroscedasticity and Multicollinearity: Analysis of Travel and Tourism Competitiveness |
| specification |
| page_count |
17 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0250419 |
| ISSN |
0013-3035 |
| title
|
Ekonomický časopis |
| volume_id |
67 |
| volume |
1 (2019) |
| page_num |
69-85 |
| publisher |
| name |
Ekonomický ústav SAV |
|
|
| keyword |
linear regression |
| keyword |
model selection |
| keyword |
regression quantiles |
| author
(primary) |
| ARLID |
cav_un_auth*0345793 |
| name1 |
Kalina |
| name2 |
Jan |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0372203 |
| name1 |
Vašaničová |
| name2 |
P. |
| country |
SK |
|
| author
|
| ARLID |
cav_un_auth*0372204 |
| name1 |
Litavcová |
| name2 |
E. |
| country |
SK |
|
| source |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0345381 |
| project_id |
GA17-07384S |
| agency |
GA ČR |
|
| abstract
(eng) |
In the linear regression, heteroscedasticity and multicollinearity can be characterized as intertwined problems, which often simultaneously appear in econometric models. The aim of this paper is to discuss various approaches to regression modelling for heteroscedastic multicollinear data. A real economic dataset from the World Economic Forum serves as an illustration of various individual methods and the paper provides a practical motivation for quantile regression and particularly for regularized regression quantiles. In the dataset, tourist service infrastructure across 141 countries is modeled as a response of 12 characteristics of the Travel and Tourism Competitiveness Index (TTCI). Regression quantiles and their lasso estimates turn out to be more suitable for the dataset compared to more traditional econometric tools. |
| result_subspec |
WOS |
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2020 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0296709 |
| confidential |
S |
| mrcbC86 |
1 Article Economics |
| mrcbC91 |
A |
| mrcbT16-e |
ECONOMICS |
| mrcbT16-j |
0.065 |
| mrcbT16-s |
0.271 |
| mrcbT16-B |
2.205 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q4 |
| arlyear |
2019 |
| mrcbU14 |
85068216962 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000457791100005 WOS |
| mrcbU63 |
cav_un_epca*0250419 Ekonomický časopis 0013-3035 0013-3035 Roč. 67 č. 1 2019 69 85 Ekonomický ústav SAV |
|