Quasi-maximum likelihood estimation for conditional quantiles

Ivana Komunjer

Journal of Econometrics, 2005, vol. 128, issue 1, 137-164

Date: 2005
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Working Paper: Quasi-Maximum Likelihood Estimation for Conditional Quantiles (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:128:y:2005:i:1:p:137-164

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