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Quantile Regression For Cross-Sectional And Time Series Data

Quantile Regression For Cross-Sectional And Time Series Data

Applications In Energy Markets Using R

by Jorge M. Uribe e Montserrat Guillen
language: english
Publisher: Springer Nature Switzerland AG, March of 2020 ‧
74,34€
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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.

Quantile Regression For Cross-Sectional And Time Series Data

Applications In Energy Markets Using R

by Jorge M. Uribe e Montserrat Guillen

Property Description
ISBN: 9783030445034
Publisher: Springer Nature Switzerland AG
Release Date: March of 2020
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 63
Format: Book
Collection: Springerbriefs In Finance
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9783030445034

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