Economic Applications of Quantile Regression edited by Bernd Fitzenberger, Roger Koenker, Jose A.F. Machado.

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...

Full description

Saved in:
Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Fitzenberger, Bernd (Editor), Koenker, Roger (Editor), Machado, Jose A.F (Editor)
Format: eBook
Language:English
Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2002.
Edition:1st ed. 2002.
Series:Studies in Empirical Economics,
Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Description
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.
Physical Description:VI, 324 p. online resource.
ISBN:9783662115923
ISSN:1431-8830
DOI:10.1007/978-3-662-11592-3