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The quantile regrssion in a panel structured workfile is simply pooled estimation. It takes no account of the panel structure of your data. Thanks for your answer. does it mean that it is not considering time factor and it is normal cross sectional regression. if is a cross sectional regression the...

Dear Sir

thanks for your answer. does it mean that it is not considering time factor and it is normal cross sectional regression. if is a cross sectional regression then can the result which i am calculating is valid.

I am not familiar with high level mathematics, i want to apply quantile regression on stacked panel data. option is available in eviews 8. i have applied the same on my data and calculated the results i have not sure results are valid or not as such no literature is available on quantile regression ...