000 01519nam a22002177a 4500
999 _c4106
_d4106
005 20221111133349.0
008 221111b ||||| |||| 00| 0 eng d
020 _a9783030445034
082 _a519.536
_bURI
100 _aUribe, Jorge M.
_99310
245 _aQuantile regression for cross-sectional and time series data
260 _aSpringer
_bSwitzerland
_c2020
300 _ax, 63 p.
365 _aEURO
_b27.99
520 _aAbout this book 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.
650 _aR (Computer program language)
_91512
650 _aTime-series analysis
_9176
650 _aQuantile regression
_99949
700 _aGuillen, Montserrat
_99950
942 _2ddc
_cBK