Which quantile is the most Informative? Maximum likelihood, maximum entropy and quantile regression

Anil K. Bera, Antonio F. Galvao, Gabriel V. Montes-Rojas, Sung Y. Park

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish (US)
Title of host publicationEconometric Methods and Their Applications in Finance, Macro and Related Fields
PublisherWorld Scientific Publishing Co.
Number of pages33
ISBN (Electronic)9789814513470
ISBN (Print)9789814513463
StatePublished - Jan 1 2014


  • Asymmetric laplace distribution
  • Quantile regression
  • Treatment effects

ASJC Scopus subject areas

  • General Economics, Econometrics and Finance
  • General Business, Management and Accounting

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