Volume two of Quantile Regression offers an important guide for applied researchers that draws on the same example-based approach adopted for the first volume. The text explores topics including robustness, expectiles, m-quantile, decomposition, time series, elemental sets and linear programming. Graphical representations are widely used to visually introduce several issues, and to illustrate each method. All the topics are treated theoretically and using real data examples. Designed as a practical resource, the book is thorough without getting too technical about the statistical background.

The authors cover a wide range of QR models useful in several fields. The software commands in R and Stata are available in the appendixes and featured on the accompanying website. The text:

Provides an overview of several technical topics such as robustness of quantile regressions, bootstrap and elemental sets, treatment effect estimators
Compares quantile regression with alternative estimators like expectiles, M-estimators and M-quantiles
Offers a general introduction to linear programming focusing on the simplex method as solving method for the quantile regression problem
Considers time-series issues like non-stationarity, spurious regressions, cointegration, conditional heteroskedasticity via quantile regression
Offers an analysis that is both theoretically and practical
Presents real data examples and graphical representations to explain the technical issues

Written for researchers and students in the fields of statistics, economics, econometrics, social and environmental science, this text offers guide to the theory and application of quantile regression models.

About the Author

Marilena Furno, Department of Agriculture, University of Naples Federico II, Italy

Domenico Vistocco, Department of Economics and Law, University of Cassino, Italy

"About this title" may belong to another edition of this title.

Store Description

We carry a comprehensive range of out of print and rare books.

Visit Seller's Storefront

Seller's business information

Kennys Bookshops and Art Galleries Limited
Liosban Industrial Estate, Tuam Road, Galway, GY, Ireland

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it's described on the Abebooks websites.

If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date.

For any queries please use the contact seller link or send an email to books@kennys.ie

Conor Kenny

Shipping Terms

All books securely packaged. Some books ship from Ireland.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	14 to 20 business days	13 to 14 business days
First item	US$ 10.50	US$ 21.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.