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Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R - SpringerBriefs in Finance Jorge M. Uribe 2020 edition
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Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R - SpringerBriefs in Finance
Jorge M. Uribe
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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 31 de marzo de 2020 |
| ISBN13 | 9783030445034 |
| Editores | Springer Nature Switzerland AG |
| Páginas | 63 |
| Dimensiones | 233 × 155 × 7 mm · 134 g |
| Lengua | Alemán |
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