Jau er chen (21 resultados)

Condición: New.

Condición: New. In English.

Condición: New.

Taschenbuch. Condición: Neu. Investigations on Quantile Regression | Theories and Applications for Time Series Models | Jau-Er Chen | Taschenbuch | 108 S. | Englisch | 2010 | LAP LAMBERT Academic Publishing | EAN 9783843385299 | Verantwortliche Person für die EU: OmniScriptum GmbH & Co. KG, Bahnhofstr. 28, 66111 Saarbrücken, info[at]akademikerverlag[dot]de | Anbieter: preigu. …

Condición: New.

Taschenbuch. Condición: Neu. Investigations on Quantile Regression | Theories and Applications for Time Series Models. 2nd Edition | Jau-Er Chen | Taschenbuch | Portugiesisch | 2025 | LAP LAMBERT Academic Publishing | EAN 9786207467693 | Verantwortliche Person für die EU: SIA OmniScriptum Publishing, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de | Anbieter: preigu.…

Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Quantile 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.…

paperback. Condición: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

PF. Condición: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Quantile 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. 108 pp. Englisch.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Quantile 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.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Chen Jau-erJau-er Chen, Ph.D. Candidate: studies Economics at New York University. Adjunct Instructor in econometrics at New York University.Quantile regression, as introduced in Koenker and Bassett (1978), is gradually emergin.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Quantile regression, introduced by Koenker and Bassett (1978), is gradually emerging as a comprehensive approach to econometric analysis. It offers the robustness of semiparametric models-with distribution-free assumptions-while providing insights across the entire conditional distribution. The goals of this monograph are to clarify the theoretical foundations and facilitate the practical implementation of quantile regression methods. Special emphasis is placed on applying quantile regression in time series models, an area where the performance of related statistical tests remains underexplored. A detailed study on estimating the covariance matrix of quantile regression estimators is also included. Additionally, the monograph applies quantile regression to analyze the Value at Risk (VaR) of the Nikkei 225 stock index. In summary, this work presents a framework focused on estimation, asymptotic normality, statistical inference, and real-world applications of quantile regression methods.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Quantile 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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 108 pp. Englisch.…

Condición: New. Print on Demand.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Quantile regression, introduced by Koenker and Bassett (1978), is gradually emerging as a comprehensive approach to econometric analysis. It offers the robustness of semiparametric models-with distribution-free assumptions-while providing insights across the entire conditional distribution. The goals of this monograph are to clarify the theoretical foundations and facilitate the practical implementation of quantile regression methods. Special emphasis is placed on applying quantile regression in time series models, an area where the performance of related statistical tests remains underexplored. A detailed study on estimating the covariance matrix of quantile regression estimators is also included. Additionally, the monograph applies quantile regression to analyze the Value at Risk (VaR) of the Nikkei 225 stock index. In summary, this work presents a framework focused on estimation, asymptotic normality, statistical inference, and real-world applications of quantile regression methods.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 108 pp. Portugiesisch.…

Condición: New. PRINT ON DEMAND.