| 书目名称 | Quantile Regression for Cross-Sectional and Time Series Data |
| 副标题 | Applications in Ener |
| 编辑 | Jorge M. Uribe,Montserrat Guillen |
| 视频video | |
| 概述 | Examines quantile regression models from an implementation and interpretation angle.Provides a practical user‘s guide for researchers, students and practitioners in economics, econometrics and finance |
| 丛书名称 | SpringerBriefs in Finance |
| 图书封面 |  |
| 描述 | .This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to measure economic relationships among a set of variables. It will also benefit students using the methodology for the first time, and practitioners at private or public organizations who are interested in modeling different fragments of the conditional distribution of a given variable. The book pursues a practical approach with reference to energy markets, helping readers learn the main features of the technique more quickly. Emphasis is placed on the implementation details and the correct interpretation of the quantile regression coefficients rather than on the technicalities of the method, unlike the approach used in the majority of the literature. All applications are illustrated with R. . . |
| 出版日期 | Book 2020 |
| 关键词 | Quantile regression; Nonlinear econometrics; Time series; Risk analysis; Cross-sectional data; R applicat |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-44504-1 |
| isbn_softcover | 978-3-030-44503-4 |
| isbn_ebook | 978-3-030-44504-1Series ISSN 2193-1720 Series E-ISSN 2193-1739 |
| issn_series | 2193-1720 |
| copyright | The Author(s), under exclusive license to Springer Nature Switzerland AG 2020 |
发表于 2025-3-21 16:12:18
