Quantile Regression for Cross-Sectional and Time Series Data - Applications in Energy Markets Using R (Paperback, 1st ed. 2020)

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.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Series:	SpringerBriefs in Finance
Release date:	March 2020
First published:	2020
Authors:	Jorge M. Uribe • Montserrat Guillen
Dimensions:	235 x 155mm (L x W)
Format:	Paperback
Pages:	63
Edition:	1st ed. 2020
ISBN-13:	978-3-03-044503-4
Categories:	Books > Business & Economics > Finance & accounting > General Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > General Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software
LSN:	3-03-044503-8
Barcode:	9783030445034

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