Errors in the Dependent Variable of Quantile Regression Models
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https://www.nber.org/papers/w25819
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资源简介：
The popular quantile regression estimator of Koenker and Bassett (1978) is biased if there is an additive error term. Approaching this problem as an errors-in-variables problem where the dependent variable suffers from classical measurement error, we present a sieve maximum-likelihood approach that
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美国国家经济研究局创建时间：
2019-05-01
