Atnaujintas knygų su minimaliais defektais pasiūlymas! Naršykite ČIA >>

Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R

-15% su kodu: ENG15
93,58 
Įprasta kaina: 110,09 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
93,58 
Įprasta kaina: 110,09 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
2025-02-28 110.0900 InStock
Nemokamas pristatymas į paštomatus per 11-15 darbo dienų užsakymams nuo 20,00 

Knygos aprašymas

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.

Informacija

Autorius: Montserrat Guillen, Jorge M. Uribe,
Serija: SpringerBriefs in Finance
Leidėjas: Springer Nature Switzerland
Išleidimo metai: 2020
Knygos puslapių skaičius: 76
ISBN-10: 3030445038
ISBN-13: 9783030445034
Formatas: 235 x 155 x 5 mm. Knyga minkštu viršeliu
Kalba: Anglų

Pirkėjų atsiliepimai

Parašykite atsiliepimą apie „Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R“

Būtina įvertinti prekę

Goodreads reviews for „Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R“