| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060470 | Economics Letters | 2012 | 4 Pages |
Abstract
⺠The estimation of regression models using aggregated data can bias inference. ⺠We look for the first time at the aggregation problem in the case of quantile regressions. ⺠We show how to aggregate data to avoid or at least reduce this potential bias.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Cheti Nicoletti, Nicky Best,