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Quantile Regression (Crossing)
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Quantile Regression (Crossing)
Posted:
Mon Apr 30, 2012 7:17 am
by
NewUser
For Quantile Regression estimation, is there any way of imposing the monotonicity constraint on the conditional quantiles, when specifying the model?
Re: Quantile Regression (Crossing)
Posted:
Mon Apr 30, 2012 9:37 am
by
EViews Glenn
Unfortunately, no.