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...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg
Physica
2002, 2002
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| Edition: | 1st ed. 2002 |
| Series: | Studies in Empirical Economics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
| 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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| Physical Description: | VI, 324 p online resource |
| ISBN: | 9783662115923 |