Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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Publication:1899235
DOI10.1016/0304-4076(94)01652-GzbMath0825.62437MaRDI QIDQ1899235
Publication date: 7 December 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Related Items (41)
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