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- Thu Aug 08, 2013 4:11 am
- Forum: Estimation
- Topic: Quantile regression and independent variables
- Replies: 1
- Views: 1944
Quantile regression and independent variables
Hello I need to estimate volatility response (dependent v.) to several independent variables in a certain point. (a time series analysis). I have 10 quintiles (0.1 to 1.0). To my understanding, eviews 7 estimates, say q=0.4 of the dependent variable, using whole time series of the independent variab...