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.
Re: panel estimation with TSLS
Posted: Tue Jun 05, 2012 10:34 am
by EViews Glenn
Instrumental variables quantile regression is not supported as a built-in feature of EViews 7.