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Economic Applications of Quantile Regression

Economic Applications of Quantile Regression PDF Author: Bernd Fitzenberger
Publisher: Springer Science & Business Media
ISBN: 3662115921
Category : Business & Economics
Languages : en
Pages : 325

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Book Description
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.