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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~person:"Buchinsky, Moshe"
~subject:"Theorie"
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Estimating the asymptotic covariance matrix for quantile regression models : a Monte Carlo study
Buchinsky, Moshe
- In:
Journal of econometrics
68
(
1995
)
2
,
pp. 303-338
Persistent link: https://www.econbiz.de/10001184632
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