Quantile estimation with TSLS

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Simplice096
Posts: 1
Joined: Fri Jun 01, 2012 9:34 pm

Quantile estimation with TSLS

Postby Simplice096 » Sat Jun 02, 2012 10:36 am

Hi All, Could anyone tip me on Quantile regression with instrumental variables? Infact I want the quantile estimation to be robust to endogeneity. I'm using Eviews 7.

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

Re: panel estimation with TSLS

Postby EViews Glenn » Tue Jun 05, 2012 10:34 am

Instrumental variables quantile regression is not supported as a built-in feature of EViews 7.


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