Quantile Regression

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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irulishka
Posts: 45
Joined: Fri Jun 03, 2011 9:38 am

Quantile Regression

Postby irulishka » Wed Apr 04, 2012 5:15 am

Hello. My question about the mathematics of the method/
could you describe me how the linear proramming task for quantille regression is defined? I need to know the restrictions itself, restrictions quantity and type.
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Quantile Regression

Postby EViews Glenn » Wed Apr 04, 2012 9:55 am

Look at the references that we cite in the manual. I would start with the Koenker and Hallock article and the Koenker book.
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