{"product_id":"investigations-on-quantile-regression-von-jau-er-chen","title":"Investigations on Quantile Regression","description":"\u003cp\u003eQuantile regression, as introduced in Koenker and Bassett (1978), is  gradually emerging as a comprehensive approach to the econometric  analysis. Quantile regression estimation has not only the robustness  advantages of semiparametric models which involve the  distribution-free assumption but also the information extraction  over whole conditional distribution. The goals of this monograph are  aimed at clarifying the theoretical parts and facilitating the practical  implementation of quantile regression methods. Typically, the  emphasis is put on implementing quantile regression in time series  models. This is because that the performance of the tests  constructed for quantile regression estimators in time series has not  been well explored. A comprehensive study on estimating the  covariance matrix of quantile regression estimators are presented in  this monograph. We also implements the quantile regression  method to analyze the VaR of Nikkei 225 stock index. In short,  estimation, asymptotic normality, statistical inferences and  applications on quantile regression methods constitute the  framework of this monograph.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783843385299\"\u003e\u003ch3\u003eTheories and Applications for Time Series Models\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783843385299","offer_id":54103028334917,"sku":"9783843385299","price":49.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/b706a09a-a498-40a0-800e-9294abaae1c4.jpg?v=1763103636","url":"https:\/\/shop.autorenwelt.de\/en\/products\/investigations-on-quantile-regression-von-jau-er-chen","provider":"Autorenwelt Shop","version":"1.0","type":"link"}