Quantile regression for cross-sectional and time series data : applications in energy markets using R /: applications in energy markets using R. (2020)

• Record Type: Book
• Further Information: Note: Jorge M. Uribe, Montserrat Guillen.
• Other Names: Uribe, Jorge M; Guillen, Montserrat
• Contents: Intro -- Preface -- About This Book -- Contents -- 1 Why and When Should Quantile Regression Be Used? -- References -- 2 A Case Study: Modeling Energy Markets by the Means of Quantile Regression -- 2.1 Energy Markets -- 2.2 Energy and Quantile Regression: An Overview of Existing Analysis -- References -- 3 Quantile Regression: A Methodological Overview -- 3.1 Definition of Quantile and Conditional Quantile -- 3.2 Estimating the Quantile in the Univariate Case -- 3.3 Quantile Regression Estimation -- 3.4 Quantile Regression Estimation Versus Weighted Quantile Regression Estimation 5.4 Coefficient Interpretation -- 5.5 Autoregressive Quantiles -- 5.6 Summarizing Remarks -- Reference -- 6 Goodness of Fit in Quantile Regression Models -- Reference -- 7 Novel Approaches in Quantile Regression -- 7.1 Nonparametric Quantile Regression -- 7.2 The Cross-Quantilogram for Time Series -- 7.2.1 The Cross-Quantilogram Definition -- 7.2.2 Q-Test for Directional Predictability -- 7.2.3 The Stationary Bootstrap -- 7.3 Quantile Regression Forests -- References -- 8 What Have We Learned from Quantile Regression? Implications for Economics and Finance
• Publisher Details: Cham : Springer
• Publication Date: 2020
• Extent: 1 online resource
• Subjects: 519.5/36; Quantile regression; Time-series analysis; R (Computer program language); Quantile regression; R (Computer program language); Time-series analysis; Electronic books; Electronic books
• Languages: English
• ISBNs: 9783030445041; 3030445046; 9783030445058; 3030445054
• Related ISBNs: 9783030445034; 3030445038
• Notes: Note: Includes bibliographical references.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.