QUANTILE REGRESSION: A REVIEW OF METHODOLOGICAL ADVANCES IN LINEAR, BAYESIAN, PANEL DATA, AND MEASUREMENT ERROR MODELS
Quantile regression (QR) has become a central tool for modelling heterogeneous covariate effects across the entire conditional distribution of a response, offering clear advantages over mean-based regression when data exhibit skewness, heavy tails, or heteroscedasticity. The methodological literature has grown rapidly...