Economic Applications of Quantile Regression /
Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimati...
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| Format: | eBook |
| Language: | English |
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Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2002.
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| Series: | Studies in empirical economics.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. 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. This volume collects 12 outstanding empirical contributions in economics and offers an indispensable introduction to interpretation, implementation, and inference aspects of quantile regression. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (vi, 324 pages) |
| ISBN: | 9783662115923 (electronic bk.) 3662115921 (electronic bk.) |