Title: Economic Applications of Quantile Regression (Studies in Empirical Economics)
Publisher: Physica
Publication Date: 2001
Language: English
ISBN 10: 3790814482
ISBN 13: 9783790814484
Binding: Hardcover
Condition: New
Weight: 23 ounces

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Synopsis

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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