Masterclass

Quantile Regression

Date & Time

From: 20 February 2003

Until: 22 February 2003

Type

Masterclass

Venue

UCL Economics Department

Drayton House,
30 Gordon Street,
London,
WC1H OAX

Prices

HE Delegates: £50

Other Delegates: £750

Topics

Fundamentals of Quantile Regression
Tutorial on Computational Methods and Software
Quantile Regression for Duration Analysis
Non-Parametric Quantile Regression
Quantile regression for Time Series
Pessimistic Portfolio Theory and Choquet Risk
Inequality Measurement and its Decomposition

Papers for this MasterClass can be found in the Resources section of this website