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  1. M

    Optimimality condition for quantile estimators

    *OPTIMALITY, sorry. I'm trying to understand a passage in Koenker's Quantile regression book (p.33). It says: (note that y,x, are vectors and w is the direction vector) With the first part of the outcome no problem: I apply the product rule for derivatives and the derivative of the...
  2. M

    Likelihood ratio test on Nonlinear regression done manually. Possible or typo?

    Dear all, this forum is great! If I knew about it before, my studies would have been much more enjoyable. Anyways, right now I’m looking at past exams of my advanced econometrics course; I’ve been trying for two days now to solve this exercise, advanced text books at hand and constantly on...