Quantile regression in panel data
Posted: 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.
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.