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 |