Miles, Daniel - In: Applied Economics Letters 9 (2002) 14, pp. 911-913
The Koenker and D'Orey (Econometrica, 46, pp. 43-61, 1987) algorithm is compared with the Minimum Distance estimator proposed by Buchinsky (Econometrica, 62, pp. 405-58, 1994) to estimate the parameters of conditional quantiles specified as linear models.