Exact computation of GMM estimators for instrumental variable quantile regression models

Summary

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Authors: Le-Yu Chen, Sokbae Lee

Journal title: Journal of Applied Econometrics

Journal number: 33/4

Journal publisher: John Wiley & Sons Inc.

Published year: 2018

Published pages: 553-567

DOI identifier: 10.1002/jae.2619

ISSN: 0883-7252