Quantile Regression Flashcards
1
Q
What is one important feature of Quantiles with respect to weakly increasing transformations?
A
2
Q
Take a conditional quantile regression. How do you transform the Quantile restriction into a first moment restriction?
A
3
Q
How would you transform a moment restriction for Quantile Regression into an unconditional moment restriction using method of moments?
A
4
Q
What is the minimization problem to be solved for a Quantile Regression? Make sure to define the Check Function.
A
