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

  • Bera, Anil K.; 
  • Galvao, Jr. Antonio F.; 
  • Montes-Rojas, Gabriel V.; 
  • Park, Sung-yong
Citations

SCOPUS

4

초록

[No abstract available]

키워드

Asymmetric laplace distribution; Quantile regression; Treatment effects
제목
Which quantile is the most Informative? Maximum likelihood, maximum entropy and quantile regression
저자
Bera, Anil K.; Galvao, Jr. Antonio F.; Montes-Rojas, Gabriel V.; Park, Sung-yong
DOI
10.1142/9789814513470_0007
발행일
2014-01
유형
Book Chapter
저널명
Econometric Methods and Their Applications in Finance, Macro and Related Fields
페이지
167 ~ 199