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Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R - SpringerBriefs in Finance Jorge M. Uribe 2020 edition
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Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R - SpringerBriefs in Finance
Jorge M. Uribe
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.
63 pages, 7 Illustrations, color; 6 Illustrations, black and white; X, 63 p. 13 illus., 7 illus. in
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2020. gada 31. marts |
| ISBN13 | 9783030445034 |
| Izdevēji | Springer Nature Switzerland AG |
| Lapas | 63 |
| Izmēri | 233 × 155 × 7 mm · 134 g |
| Valoda | Vācu |
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