Discovery Projects - Grant ID: DP170100987

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP170100987

Funding Status
Closed

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Funded Activity Summary

High-dimensional models with a change point. This project aims to provide a set of estimation and inference procedures for high dimensional quantile regression. Statistical models of threshold regression with change or tipping points are used to explore social issues, including changes in oil and gas prices, effective dosage of drugs and the racial mix in neighbourhoods. To date, using low numbers of variables, the findings have been limited. Big data makes it possible and desirable to solve more detailed models to provide more accurate results. The quality and accuracy of the project’s results are expected to help governments devise well informed and appropriate policies for social issues.

Funded Activity Details

Start Date: 01-01-2017

End Date: 12-10-2017

Funding Scheme: Discovery Projects

Funding Amount: $200,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Public Services Policy Advice and Analysis | Monetary Policy

Other Keywords

Econometric and Statistical Methods | Econometrics | Expanding Knowledge in Economics | Monetary Policy | Public Services Policy Advice and Analysis

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