Quantile regression in panel data

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flash
Posts: 7
Joined: Sat May 30, 2009 6:47 am

Quantile regression in panel data

Postby flash » Mon Dec 21, 2009 3:06 pm

Hello,

Does anyone know if it is possible in Eviews 6 to estimate a quantile regression model within the framework of a panel data set ? (e.g. to run some form of quantile regression with penalized fixed effects as in Koenker,2005).

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

Re: Quantile regression in panel data

Postby EViews Glenn » Mon Dec 21, 2009 4:35 pm

There is nothing built-in to handle panel effects.
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