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Which quantile is the most Informative? Maximum likelihood, maximum entropy and quantile regression

Authors
Bera, Anil K.Galvao, Jr. Antonio F.Montes-Rojas, Gabriel V.Park, Sung-yong
Issue Date
Jan-2014
Publisher
World Scientific Publishing Co.
Keywords
Asymmetric laplace distribution; Quantile regression; Treatment effects
Citation
Econometric Methods and Their Applications in Finance, Macro and Related Fields, pp 167 - 199
Pages
33
Journal Title
Econometric Methods and Their Applications in Finance, Macro and Related Fields
Start Page
167
End Page
199
URI
https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/39305
DOI
10.1142/9789814513470_0007
Abstract
[No abstract available]
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Park, Sung Yong
경영경제대학 (경제학부(서울))
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