Modeling Quantile Dependence
Thesis advisor: Zhijie Xiao === In recent years, quantile regression has achieved increasing prominence as a quantitative method of choice in applied econometric research. The methodology focuses on how the quantile of the dependent variable is influenced by the regressors, thus providing...
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| Format: | Others |
| Language: | English |
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Boston College
2009
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| Online Access: | http://hdl.handle.net/2345/2467 |