Ocorrer\u00e1 no dia 14\/09\/2022 \u00e0s 16h o Semin\u00e1rio de Pesquisa \u201cQUANTILE REGRESSION AND TIME SERIES MODELS BASED ON THE BURR XII DISTRIBUTION\u201d na \u00e1rea de Economia Aplicada, ministrado pela Professora Renata Rojas Guerra (UFSM)<\/p>\n\n\n\n
Autores<\/strong>: Renata Rojas Guerra (UFSM), Fernando J. M. de Ara\u00fajo e Fernando A. Pe\u00f1a-Ram\u00edrez<\/p>\n\n\n\n Abstract<\/strong>: The present work proposes new classes of models for random variables with support in the positive real line. The models are based on a reparametrization of the Burr XII (BXII) distribution to explain the conditional quantile. They are an alternative for modeling data that indicate asymmetric behavior and heavy tails. For the BXII quantile regression, we established a systematic structure in the quantiles of the response variable as a function of explanatory variables. Further, we introduce a model that makes it possible to model any quantile by a dynamic structure containing autoregressive and moving averages (ARMA) terms. Monte Carlo simulations and empirical applications are presented for both proposals. We use the BXII regression to estimate the factors determining the salaries of Major League Baseball players. The BXII ARMA is fitted to the trading volume of Banco Bradesco S.A and an environmental data set.<\/p>\n","protected":false},"excerpt":{"rendered":" Ocorrer\u00e1 no dia 14\/09\/2022 \u00e0s 16h o Semin\u00e1rio de Pesquisa \u201cQUANTILE REGRESSION AND TIME SERIES MODELS BASED ON THE BURR XII DISTRIBUTION\u201d na \u00e1rea de Economia Aplicada, ministrado pela Professora Renata Rojas Guerra (UFSM) Autores: Renata Rojas Guerra (UFSM), Fernando J. M. de Ara\u00fajo e Fernando A. Pe\u00f1a-Ram\u00edrez Abstract: The present work proposes new classes […]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"categories":[9,3],"tags":[],"class_list":["post-1640","post","type-post","status-publish","format-standard","hentry","category-economia-aplicada","category-seminarios"],"_links":{"self":[{"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/posts\/1640","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/comments?post=1640"}],"version-history":[{"count":1,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/posts\/1640\/revisions"}],"predecessor-version":[{"id":1642,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/posts\/1640\/revisions\/1642"}],"wp:attachment":[{"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/media?parent=1640"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/categories?post=1640"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/tags?post=1640"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}