Browsing Economía by Subject "Unconditional quantile regression"
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Conditional vs Unconditional Quantile Regression Models: A Guide to Practitioners
(Pontificia Universidad Católica del PerúPE, 2021-12-31)This paper analyzes two econometric tools that are used to evaluate distributional effects, conditional quantile regression (CQR) and unconditional quantile regression (UQR). Our main objective is to shed light on the ...