Chapter: Quantile Regression

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Home > XploRe® - Application Guide > Quantile Regression

XploRe® - Application Guide |

Wolfgang Härdle; Zděnk Hlávka; Sigbert Klinke

Springer Berlin Heidelberg

Quantile Regression

Chapter Info

Authors

Pavel Čížek

ARI Id

1674219593571_790103

Access

Not Available Free

Pages

19-48

DOI

10.1007/978-3-642-57292-0_1

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-642-57292-0_1

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Chapters/Headings	Author(s)	Pages	Info
Front Matter		i-15
Front Matter		17-17
Quantile Regression	Pavel Čížek	19-48
Least Trimmed Squares	Pavel Čížek; Jan Ámos Víšek	49-63
Errors-in-Variables Models	Hua Liang	65-95
Simultaneuos-Equations Models	Axel Werwatz; Christian Müller	97-114
Hazard Regression	Birgit Grund; Lijian Yang	115-144
Generalized Partial Linear Models	Marlene Müller	145-170
Generalized Additive Models	Stefan Sperlich; Jiří Zelinka	171-220
Front Matter		221-221
Growth Regression and Counterfactual Income Dynamics	Alain Desdoigts	223-238
Cluster Analysis	Hans-Joachim Mucha; Hizir Sofyan	239-279
Classification and Regression Trees	Jussi Klemelä; Sigbert Klinke; Hizir Sofyan	281-304
DPLS—Partial Least Squares Program for Dynamic Path Models	Frank Geppert; Hans Gerhard Strohe	305-322
Uncovered Interest Parity What can we learn from panel data?	Jörg Breitung; Ralf Brüggemann	323-337
Correspondence Analysis	Michal Benko; Michel Lejeune	339-358
Front Matter		359-359
Long-Memory Analysis	Gilles Teyssiere	361-376
ExploRing Persistence in Financial Time Series	David Lee	377-396
Flexible Time Series Analysis	Wolfgang Härdle; Rolf Tschernig	397-457
Chapters/Headings	Author(s)	Pages	Info

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