Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study
Open Access
- 1 August 1995
- journal article
- research article
- Published by Elsevier in Journal of Econometrics
- Vol. 68 (2), 303-338
- https://doi.org/10.1016/0304-4076(94)01652-g
Abstract
No abstract availableKeywords
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