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1、P1:JZZ/JZNP2:JZZ/JZNCB827/Koenker-FM1CB827/KoenkerApril7,200518:36CharCount=0QuantileRegressionQuantileregressionisgraduallyemergingasaunifiedstatisticalmethodologyforestimatingmodelsofconditionalquantilefunctions.Bycomplementingtheexclu-sivefocusofclassicalleast-squaresregressiononthec
2、onditionalmean,quantileregressionoffersasystematicstrategyforexamininghowcovariatesinfluencethelocation,scale,andshapeoftheentireresponsedistribution.Thismonographisthefirstcomprehensivetreatmentofthesubject,encompassingmodelsthatarelinearandnonlinear,parametricandnonparametric.Theauthor
3、hasdevotedmorethan25yearsofresearchtothistopic.Themethodsareillustratedwithavarietyofapplicationsfromeconomics,biology,ecology,andfinance.Thetreatmentwillfinditscoreaudiencesineconometrics,statistics,andbiostatistics.RogerKoenkerisMcKinleyProfessorofEconomicsandProfessorofStatisticsatthe
4、UniversityofIllinoisatUrbana-Champaign.From1976to1983hewasamemberofthetechnicalstaffatBellLaboratories.HehasheldvisitingpositionsatTheUniversityofPennsylvania;CharlesUniversity,Prague;NuffieldCollege,Oxford;UniversityCollegeLondon;andAustralianNationalUniversity.HeisaFellowoftheEconomet
5、ricSociety.iP1:JZZ/JZNP2:JZZ/JZNCB827/Koenker-FM1CB827/KoenkerApril7,200518:36CharCount=0EconometricSocietyMonographsNo.38Editors:AndrewChesher,UniversityCollegeLondonMatthewJackson,CaliforniaInstituteofTechnologyTheEconometricSocietyisaninternationalsocietyfortheadvancementofeconomict
6、heoryinrelationtostatisticsandmathematics.TheEconometricSocietyMonographSeriesisdesignedtopromotethepublicationoforiginalresearchcontributionsofhighqualityinmathematicaleconomicsandtheoreticalandappliedeconometrics.Othertitlesintheseries:G.S.MaddalaLimiteddependentandqualitativevariabl
7、esineconometrics,0521338255–ESM3GerardDebreuMathematicaleconomics:TwentypapersofGerardDebreu,0521335612–ESM4Jean-MichelGrandmontMoneyandvalue:Areconsiderationofclassicalandneoclassicalmonetaryeconomics,0521313643–ESM5FranklinM.FisherDisequilibriumfoundationsofequilibriumeconomics,052
