The Econometric SocietySupplement to "Errors in the Dependent Variable of Quantile Regression Models"
In this appendix, we present implementation details for our maximum-likelihood estimator.
Supplemental Authors:
Hausman, Jerry - Massachusetts Institute of Technology
Liu, Haoyang - Federal Reserve Bank of New York
Luo, Ye - University of Hong Kong
Palmer, Christopher - University of California at Berkeley
Online Appendix
