Quantile Regression (Crossing)

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NewUser
Posts: 1
Joined: Mon Apr 30, 2012 6:56 am

Quantile Regression (Crossing)

Postby NewUser » Mon Apr 30, 2012 7:17 am

For Quantile Regression estimation, is there any way of imposing the monotonicity constraint on the conditional quantiles, when specifying the model?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Quantile Regression (Crossing)

Postby EViews Glenn » Mon Apr 30, 2012 9:37 am

Unfortunately, no.


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