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An alternative simple quantile regression estimator

Zhengyu Zhang and Pingfang Zhu

Economics Letters, 2013, vol. 118, issue 1, 163-166

Abstract: This note proposes a computationally simple estimator for quantile regression in a linear model context, as an alternative to Koenker and Bassett’s (1978) algorithm. The new estimator can remedy several drawbacks associated with Powell’s (1986) censored quantile regression estimator.

Keywords: Quantile regression; Censoring; Maximum score method (search for similar items in EconPapers)
JEL-codes: C13 C21 (search for similar items in EconPapers)
Date: 2013
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