Re: [Gretl-users] LAD rolling regression
Am 13.12.2017 um 11:39 schrieb Filipe Rodrigues da Costa:
I must admit that replacing
> lad y const x
for
> quantreg 0.5 y const x
works like a charm!
Interesting -- this kind of begs the question (not to you, Filipe) why
'lad' isn't automatically using quantreg internally, perhaps after some
heuristic threshold number of observations?
thanks,
sven