Errors in the Dependent Variable of Quantile Regression Models

Hausman, Jerry; Liu, Haoyang; Luo, Ye; Palmer, Christopher

This is not the latest version of this item. The latest version can be found here.

Errors in the Dependent Variable of Quantile Regression Models

Download

Name

10.3982-ECTA14667.pdf

Size

703.18 KB

Format

Adobe PDF

Checksum (MD5)

7c0d35c9928f04a7851abd207d18d43a

Author(s)

Hausman, Jerry

•

Liu, Haoyang

•

Luo, Ye

•

Palmer, Christopher

Date Issued

2021

Journal

Econometrica

Publisher

The Econometric Society

Citation

Hausman, Jerry, Liu, Haoyang, Luo, Ye and Palmer, Christopher. 2021. "Errors in the Dependent Variable of Quantile Regression Models." Econometrica, 89 (2).

Version

Author's final manuscript

Terms of Use

Creative Commons Attribution-Noncommercial-Share Alike

http://creativecommons.org/licenses/by-nc-sa/4.0/

Persistent DSpace Link

https://hdl.handle.net/1721.1/140324

DOI of Published Version

http://dx.doi.org/10.3982/ecta14667