Economic Applications of Quantile Regression

Fitzenberger, Bernd; Koenker, Roger; Machado, Jose A.F.

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.

Details

Published by: Physica

Publication Date: 2010-10-19

Format: Paperback

ISBN-10: 9783790825022

ISBN-13: 9783790825022

DOI: 10.1007/978-3-662-11592-3

Dimensions: 235cm x155cm

Pages: 324