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Quantile Regression for Cross-Sectional and Time Series Data
- Applications in Energy Markets Using R
Engelsk
Bogcover for Quantile Regression for Cross-Sectional and Time Series Data af Jorge M. Uribe, Montserrat Guillen, 9783030445034
Specifikationer
Sprog:
Engelsk
Sider:
63
ISBN-13:
9783030445034
Indbinding:
Paperback
ISBN-10:
3030445038
Udg. Dato:
31 mar 2020
Størrelse i cm:
15,5 x 23,3 x 0,7
Oplagsdato:
31 mar 2020

Quantile Regression for Cross-Sectional and Time Series Data

- Applications in Energy Markets Using R
Engelsk
Paperback 2020
Format:

Bog beskrivelse

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. 


 


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Specifikationer
Sprog:
Engelsk
Sider:
63
ISBN-13:
9783030445034
Indbinding:
Paperback
ISBN-10:
3030445038
Udg. Dato:
31 mar 2020
Størrelse i cm:
15,5 x 23,3 x 0,7
Oplagsdato:
31 mar 2020
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