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	Regressione quantilica	Regression with Ordinary Least Squares (OLS)
Campo	Econometria	Econometria
Famiglia	Regression model	Regression model
Anno di origine	1978	2019
Ideatore	Koenker & Bassett	Wooldridge (textbook treatment); classical least squares
Tipo	Conditional quantile regression	Linear regression
Fonte seminale	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alias	conditional quantile regression, regression quantiles, Kantil Regresyon	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Correlati	5	5
Sintesi	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).