Economic Applications Of Quantile Regression
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Economic Applications Of Quantile Regression
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Author : Bernd Fitzenberger
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Economic Applications Of Quantile Regression written by Bernd Fitzenberger and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.
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.
Quantile Regression For Cross Sectional And Time Series Data
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Author : Jorge M. Uribe
language : en
Publisher: Springer Nature
Release Date : 2020-03-30
Quantile Regression For Cross Sectional And Time Series Data written by Jorge M. Uribe and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-30 with Business & Economics categories.
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. It will also benefit students using the methodology for the first time, and practitioners at private or public organizations who are interested in modeling different fragments of the conditional distribution of a given variable. The book pursues a practical approach with reference to energy markets, helping readers learn the main features of the technique more quickly. Emphasis is placed on the implementation details and the correct interpretation of the quantile regression coefficients rather than on the technicalities of the method, unlike the approach used in the majority of the literature. All applications are illustrated with R.
Quantile Regression
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Author : Roger Koenker
language : en
Publisher: Cambridge University Press
Release Date : 2005-05-05
Quantile Regression written by Roger Koenker and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-05-05 with Business & Economics categories.
Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile regression offers a systematic strategy for examining how covariates influence the location, scale and shape of the entire response distribution. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to this topic. The methods in the analysis are illustrated with a variety of applications from economics, biology, ecology and finance. The treatment will find its core audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above.
Special Issue On Economic Applications Of Quantile Regression
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Author : Badi H. Baltagi
language : en
Publisher:
Release Date : 2001
Special Issue On Economic Applications Of Quantile Regression written by Badi H. Baltagi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Special Issue On Economic Applications Of Quantile Regression 2 0
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Author : Bernd Fitzenberger
language : en
Publisher:
Release Date : 2022
Special Issue On Economic Applications Of Quantile Regression 2 0 written by Bernd Fitzenberger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with categories.
Quantile Regression For Spatial Data
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Author : Daniel P. McMillen
language : en
Publisher: Springer
Release Date : 2012-08-01
Quantile Regression For Spatial Data written by Daniel P. McMillen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-01 with Business & Economics categories.
Quantile regression analysis differs from more conventional regression models in its emphasis on distributions. Whereas standard regression procedures show how the expected value of the dependent variable responds to a change in an explanatory variable, quantile regressions imply predicted changes for the entire distribution of the dependent variable. Despite its advantages, quantile regression is still not commonly used in the analysis of spatial data. The objective of this book is to make quantile regression procedures more accessible for researchers working with spatial data sets. The emphasis is on interpretation of quantile regression results. A series of examples using both simulated and actual data sets shows how readily seemingly complex quantile regression results can be interpreted with sets of well-constructed graphs. Both parametric and nonparametric versions of spatial models are considered in detail.
Mathematical And Statistical Methods For Actuarial Sciences And Finance
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Author : Marco Corazza
language : en
Publisher: Springer Nature
Release Date : 2021-12-13
Mathematical And Statistical Methods For Actuarial Sciences And Finance written by Marco Corazza and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-13 with Business & Economics categories.
The cooperation and contamination between mathematicians, statisticians and econometricians working in actuarial sciences and finance is improving the research on these topics and producing numerous meaningful scientific results. This volume presents new ideas, in the form of four- to six-page papers, presented at the International Conference eMAF2020 – Mathematical and Statistical Methods for Actuarial Sciences and Finance. Due to the now sadly famous COVID-19 pandemic, the conference was held remotely through the Zoom platform offered by the Department of Economics of the Ca’ Foscari University of Venice on September 18, 22 and 25, 2020. eMAF2020 is the ninth edition of an international biennial series of scientific meetings, started in 2004 at the initiative of the Department of Economics and Statistics of the University of Salerno. The effectiveness of this idea has been proven by wide participation in all editions, which have been held in Salerno (2004, 2006, 2010 and 2014), Venice (2008, 2012 and 2020), Paris (2016) and Madrid (2018). This book covers a wide variety of subjects: artificial intelligence and machine learning in finance and insurance, behavioral finance, credit risk methods and models, dynamic optimization in finance, financial data analytics, forecasting dynamics of actuarial and financial phenomena, foreign exchange markets, insurance models, interest rate models, longevity risk, models and methods for financial time series analysis, multivariate techniques for financial markets analysis, pension systems, portfolio selection and management, real-world finance, risk analysis and management, trading systems, and others. This volume is a valuable resource for academics, PhD students, practitioners, professionals and researchers. Moreover, it is also of interest to other readers with quantitative background knowledge.
Handbook Of Quantile Regression
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Author : Roger Koenker
language : en
Publisher: CRC Press
Release Date : 2017-10-12
Handbook Of Quantile Regression written by Roger Koenker and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-12 with Mathematics categories.
Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that minimizes sums of squared residuals, median regression minimizes sums of absolute residuals; quantile regression simply replaces symmetric absolute loss by asymmetric linear loss. Since its introduction in the 1970's by Koenker and Bassett, quantile regression has been gradually extended to a wide variety of data analytic settings including time series, survival analysis, and longitudinal data. By focusing attention on local slices of the conditional distribution of response variables it is capable of providing a more complete, more nuanced view of heterogeneous covariate effects. Applications of quantile regression can now be found throughout the sciences, including astrophysics, chemistry, ecology, economics, finance, genomics, medicine, and meteorology. Software for quantile regression is now widely available in all the major statistical computing environments. The objective of this volume is to provide a comprehensive review of recent developments of quantile regression methodology illustrating its applicability in a wide range of scientific settings. The intended audience of the volume is researchers and graduate students across a diverse set of disciplines.
The Role Of Financial Markets In The Transition Process
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Author : Emilio Colombo
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-01-10
The Role Of Financial Markets In The Transition Process written by Emilio Colombo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-01-10 with Business & Economics categories.
Financial Markets play an important role in economic development, channeling saving to investments and facilitating growth. In Eastern Europe financial markets were initially much underdeveloped, and lacked the skills and infrastructure they needed to be efficient, having not acquired them in the pre-transition era. The book offers a both theoretical and empirical analysis of financial markets in transitional economies. It investigates financial markets in Hungary, the Czech Republic, and Poland, and their role in the developments in the 1990s.
Statistical Data Analysis Based On The L1 Norm And Related Methods
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Author : Yadolah Dodge
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Statistical Data Analysis Based On The L1 Norm And Related Methods written by Yadolah Dodge and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume contains a selection of invited papers, presented to the fourth In Statistical Analysis Based on the L1-Norm and Related ternational Conference on Methods, held in Neuchatel, Switzerland, from August 4-9, 2002. Organized jointly by the University of Illinois at Chicago (Gib Bassett), the Rutgers University (Regina Liu and Yehuda Vardi) and the University of Neuchatel (Yadolah Dodge), the conference brought together experts whose research deals with theory and ap plications involving the L1-Norm. The conference included invited and contributed talks as well as a tutorial on Quantile Regression. This volume includes 36 refereed invited papers under seven headings. Part one deals with Quantiles in all their forms and shapes. It includes papers on quantile functions in non-parametric multivariate analysis, and empirical applications of quantile regression. Much of the development in this direction follows from the fundamental paper by Koenker and Bassett in 1978. Financial and Time Series A nalysis follows the section on quantiles. Part three concerns Estimation, Testing and Characterization. Part four, Deep in the Data, deals with issues related to data depth. Part five addresses Classification questions. The problem of Density Estimation and Image Processing is discussed in Part six, and finally Part seven presents two environmental applications. The contributions represent clear evidence of important research involving theo retical issues and applications associated with the L1-Norm. It is my hope that the articles contained in this volume and its predecessors, published in 1987, 1992, and 1997, will stimulate interest among researchers.