Quantile Regression
نویسندگان
چکیده
Quantile regresson extends classical least squares methods of estimating conditional mean functions by offering a variety of methods for estimating conditional quantile functions, thereby enabling the researcher to explore heterogeneous covariate effects. The course will offer a comprehensive introduction to quantile regression methods and survey some recent developments. The primary reference for the course will be my 2005 Econometric Society monograph, but further readings are suggested below in the course outline. Course lectures will be complemented by two computationally oriented laboratory sessions designed to give students experience with applications of the methods. These sessions will be conducted in the open-source R language, and will rely heavily on my quantreg package.
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