Significance of quantile-on-quantile regression (QQR) at 5% level ?

04 October 2022 1 4K Report

Hello everyone,

It would be great if you can point me towards answers on how to know the statistical significance of QQR estimates at 5% level for all quantiles ( from 0.05 to 0.95 ).

Any help would be greatly appreciated,

David Eugene Booth

It'd be really great if you could tell us exactly what you did. Maybe the other information would be easier to supply. Best wishes David Booth

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