Téléchargez le livre : Quantile Regression for Cross-Sectional and Time Series Data

Quantile Regression for Cross-Sectional and Time Series Data

Applications in Energy Markets Using R de

,

Éditeur :

Springer


Collection :

SpringerBriefs in Finance

Paru le : 2020-03-30

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Description


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. 

 

Pages
63 pages
Collection
SpringerBriefs in Finance
Parution
2020-03-30
Marque
Springer
EAN papier
9783030445034
EAN PDF
9783030445041
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
6
Taille du fichier
3000 Ko
Prix
68,56 €
EAN EPUB
9783030445041
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
6
Taille du fichier
3092 Ko
Prix
68,56 €

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