Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
Year of publication: |
2016
|
---|---|
Authors: | Bera, Anil K. ; Galvao, Antonio F. ; Montes-Rojas, Gabriel V. ; Park, Sung Y. |
Published in: |
Journal of Econometric Methods. - De Gruyter, ISSN 2156-6674, ZDB-ID 2684112-5. - Vol. 5.2016, 1, p. 79-101
|
Publisher: |
De Gruyter |
Subject: | asymmetric Laplace distribution | quantile regression | treatment effects |
-
Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression
Bera, A. K., (2010)
-
Risk margin quantile function via parametric and non-parametric Bayesian approaches
Dong, Alice X. D., (2015)
-
Markov-switching quantile autoregression : a Gibbs sampling approach
Liu, Xiaochun, (2018)
- More ...
-
Asymmetric laplace regression : maximum likelihood, maximum entropy and quantile regression
Bera, Anil K., (2016)
-
Who benefits from reducing the cost of formality? : quantile regression discontinuity analysis
Gabrieli, Tommaso, (2010)
-
Asymptotics for panel quantile regression models with individual effects
Kato, Kengo, (2012)
- More ...