Quantile regression

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Written on Aug 20, 2021
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A method of estimation of the quantiles of the conditional distribution of the ‘dependent variable as functions (called the ‘conditional quantile functions’) of the explanatory variables.

Reference: Oxford Press Dictonary of Economics, 5th edt.


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James Knight

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James is the Editor of Education for Invezz, where he covers topics from across the financial world, from the stock market, to cryptocurrency, to macroeconomic markets. His main focus is on improving financial literacy among casual investors. He has been with Invezz since the start of 2021 and has been...