Journal Article

Quantile regression with aggregated data

By Cheti Nicoletti and Nicky Best

Publication details

Publication date
Published in
Economics Letters
Volume
117
Pages
pp. 401–404
Publisher
Elsevier
DOI
http://dx.doi.org/10.1016/j.econlet.2012.06.011
ISSN
1651765

Summary

Analyses using aggregated data may bias inference. In this work we show how to aggregate data to avoid or at least reduce this bias when estimating quantile regressions.

Notes

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