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Quantile regressions enable researchers to investigate the effects of covariates on the non-central position of outcome distribution unlike the ordinary least squares (OLS). This paper provides an ove...rview of the conditional quantile regression (CQR) and the unconditional quantile regression(UQR). We focus on their technical issues including the specification of the models, the inference of them, additional models and the endogeneity issues in covariates. We also illustrate how to interpret the coefficients estimated by both of these frameworks, and summarise recent empirical applications of them. Furthermore, we discuss the comparison between two frameworks focusing on the difference of interpretation and the difference of magnitudes of estimated coefficients.続きを見る
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