Economic Applications of Quantile Regression

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2001

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Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimating families of conditional quantile models, thus offering a more complete view of the stochastic relationship among variables.

ISBN-13
9783790814484
ISBN-10
3790814482
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year
2001
Publication date
2001-12-14
Pages
324
Dimensions
239x163x26
Weight
660