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Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression.

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Bibliographic Details
Title: Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression.
Authors: Bera, Anil K.1, Galvao, Antonio F.2, Montes-Rojas, Gabriel V.3, Park, Sung Y.4
Source: Journal of Econometric Methods. Jan2016, Vol. 5 Issue 1, p79-101. 23p.
Database: Business Source Ultimate
Description
ISSN:21566674
DOI:10.1515/jem-2014-0018