Weighted-Average Quantile Regression

Weighted-average quantile regression framework for estimating linear regression models with non-linear quantile functions.

Data and Resources

Cite this as

Denis Chetverikov, Yukun Liu, Aleh Tsyvinski (2025). Dataset: Weighted-Average Quantile Regression. https://doi.org/10.57702/2642k3bt

DOI retrieved: January 2, 2025

Additional Info

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Created January 2, 2025
Last update January 2, 2025
Defined In https://doi.org/10.48550/arXiv.2203.03032
Author Denis Chetverikov
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Yukun Liu
Aleh Tsyvinski