### Table 26: Social Capital and the Distribution of Household Welfare (quantile regressions)

"... In PAGE 45: ... However, the coefficients of quantile regressions are conditional upon the values of the explanatory variables, and hence coefficients from quantile regressions are not comparable with those of OLS regressions.20 The results from quantile regressions ( Table26 ) confirm that the importance of social capital and its specific dimensions is not the same across the distribution. Looking at the additive index, it appears that the correlation between social capital and household welfare decreases as one moves to higher levels of the distribution.... ..."

### Table 2: Component Count and Size, with CUG Quantiles

2005

"... In PAGE 32: ... Within the data examined here, this conversational isolation would appear as a fragmentation of the underlying communication network into a large number of small components. This possibility is investigated in Table2 , which contains numbers and mean sizes of weak components in each WTC network, as well as the as- sociated conditional uniform graph quantiles. As would be expected from... ..."

### Table 10: Quantiles of Conditional Branch Coverage. The table shows the number of static conditional branch sites, present in the program text, that account for the Quantile percentage of all the dynamically executed conditional branches for a given program. The table also indicates the total number of static conditional branches present.

1994

"... In PAGE 19: ... To better characterize signifi- cance we have measured how many of the static conditional branches in the programs account for different quantiles of the dynamic execution of branches. Table10 contains these results. To understand this table, consider a specific example, the CFRONT program, where the table indicates that there are 17,565 conditional branches statically present.... ..."

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### Table 10: Quantiles of Conditional Branch Coverage. The table shows the number of static conditional branch sites, present in the program text, that account for the Quantile percentage of all the dynamically executed conditional branches for a given program. The table also indicates the total number of static conditional branches present.

1994

"... In PAGE 16: ... To better characterize signifi- cance we have measured how many of the static conditional branches in the programs account for different quantiles of the dynamic execution of branches. Table10 contains these results. To understand this table, consider a specific example, the CFRONT program, where the table indicates that there are 17,565 conditional branches statically present.... ..."

Cited by 83

### Table 1: Dyad Census Statistics and Edgewise Reciprocity, with Degree-Conditioned Quantiles

2005

"... In PAGE 28: ...Dyad Census The most basic form of local structure (beyond density itself) is dyadic; thus, we turn to the dyad census for insight. Dyad census counts for each WTC network are shown in Table1 , along with upper and lower quantiles under the corresponding degree-conditioned uniform graph distribution (with 500 draws). As the quantiles demonstrate, mutual and null dyads are far more common (and asymmetric dyads less common) within the WTC networks than would be expected from size and degree distribution alone.... ..."

### Table 2. Evidence Included in the Intermediate Analysis Matrix

"... In PAGE 15: ... This evidence was summarized and entered into a matrix created for the purpose of intermediate qualitative data analysis (Miles and Huberman, 1994). The format for the matrix is shown in Table2 . For each case, the authors recorded information about antecedent conditions (e.... In PAGE 29: ...3.2 Piecemeal and Concerted Change Processes As stated earlier, our examination of the implementation process included looking at the order of events during implementation (see Table2 ). Prior studies have adopted the... ..."

### Table 5. The expected time to the final state for each model type together with the approximate quantiles of the probability distribution. Model Expectation Approx. quantiles

2006

"... In PAGE 7: ... From Figure 2(b) it can be seen that the better fitting model types, namely B and D, have longer tails compared to model types A and C. Table5 shows the expected time to reach the final state. Also, it shows the approximate quantiles of the probability distributions depicted in Figure 2(b).... In PAGE 8: ... Table5 are in line with expectations from experts. Second, the uncertainty in the condition process X(t) is very large.... ..."

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### Table 2 illustrates the complete set of leaf bounding conditions LBCij between object MBRs and intermediate nodes. The bounding condition for the previous example is at the bottom row of the first table (the corresponding condition was unlimited in Table 1).

"... In PAGE 8: ... Table2 LBC that Nk must satisfy to pass space restriction 5. A Window-Reduction Algorithm Usually, constraints between intermediate nodes are in general too loose even for tight queries.... ..."

### Table 4 Financial intermediation and growth: dynamic panel regressions, summary!

2000

"... In PAGE 23: ....2. Results The dynamic panel estimates suggest that the exogenous component of quot;nancial intermediary development exerts a large, positive impact on economic growth. Table4 presents the results using the diwerence and system estimators described above. We also present the results when the panel estimation is performed purely in levels for comparative purposes.... In PAGE 23: ... We also present the results when the panel estimation is performed purely in levels for comparative purposes. In Table4 , only the results on the quot;nancial indicators are given. Table 5 gives the full results from system dynamic-panel estimation.... In PAGE 26: ... Table4 , and the cross-sectional IV regressions, Table 3, when the conditioning information set is expanded to include the policy conditioning information set. The cross-section regression produces a coe$cientestimate of 3.... ..."

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### Table 5 Financial intermediation and growth: dynamic panel regressions, system estimator

2000

"... In PAGE 23: ... In Table 4, only the results on the quot;nancial indicators are given. Table5 gives the full results from system dynamic-panel estimation. The analysis was conducted with two conditioning information sets.... In PAGE 23: ... The second uses the policy conditioning information set, and includes initial income, educational attain- ment, government size, openness to trade, in#ation, and the black market exchange rate premium.25 Table5 also presents (1) the Sargan test, where the null hypothesis is that the instrumental variables are uncorrelated with the residuals and (2) the serial correlation test, where the null hypothesis is that the errors in the di!erenced equation exhibit no second-order serial correlation. The three quot;nancial intermediary development indicators (LIQUID LIABILI- TIES, COMMERCIAL-CENTRAL BANK, and PRIVATE CREDIT) are sig- ni quot;cant at the 0.... ..."

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