Economic Applications of Quantile Regression
Author | : Bernd Fitzenberger |
Publisher | : Springer Science & Business Media |
Total Pages | : 325 |
Release | : 2013-03-09 |
ISBN-10 | : 9783662115923 |
ISBN-13 | : 3662115921 |
Rating | : 4/5 (921 Downloads) |
Download or read book Economic Applications of Quantile Regression written by Bernd Fitzenberger and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.