Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R - SpringerBriefs in Finance - Jorge M. Uribe - Books - Springer Nature Switzerland AG - 9783030445034 - March 31, 2020
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Jorge M. Uribe
Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R - SpringerBriefs in Finance 2020 edition

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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.

63 pages, 7 Illustrations, color; 6 Illustrations, black and white; X, 63 p. 13 illus., 7 illus. in

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 31, 2020
ISBN13 9783030445034
Publishers Springer Nature Switzerland AG
Pages 63
Dimensions 233 × 155 × 7 mm   ·   134 g
Language German  

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