C13 - Estimation: General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T13:04:32+00:00Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation
https://www.bankofcanada.ca/2014/06/working-paper-2014-24/
Estimation of the quantile model, especially with a large data set, can be computationally burdensome. This paper proposes using the Gaussian approximation, also known as quantile coupling, to estimate a quantile model.2014-06-17T10:26:21+00:00enSheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation2014-06-17Econometric and statistical methodsWorking Paper 2014-24https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-24.pdfC13; C14; C21Heng ChenJune 2014CC1C13C14C2C21