Supplement 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, JerryA - MASSACHUSETTS INST OF TECH
Liu, Haoyang - Federal Reserve Bank of New York
Luo, Ye - University of Hong Kong
Palmer, Christopher - University of California at Berkeley
Online Appendix

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