Quantile Regression for Cross-Sectional and Time Series Data Applications in Energy Markets Using R

You must be logged in to access this title.

Sign up now

Already a member? Log in

Synopsis

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. 

 

Book details

Edition:
1st ed. 2020
Series:
SpringerBriefs in Finance
Author:
Jorge M. Uribe, Montserrat Guillen
ISBN:
9783030445041
Related ISBNs:
9783030445034
Publisher:
Springer International Publishing
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2020-05-04
Usage restrictions:
Copyright
Copyright date:
2020
Copyright by:
The Author 
Adult content:
No
Language:
English
Categories:
Business and Finance, Computers and Internet, Mathematics and Statistics, Nonfiction