Prospects for Quantile Regression

This is an text archive for the paper on GMM: Galton, Edgeworth Frisch and Prospects for Quantile Regression in Econometrics by Roger Koenker

The paper appears in J. of Econometrics (2000), 95, 347-374, and is available here in pdf.
Comments on any of this are, of course, always welcome. Questions should be directed to roger@ysidro.econ.uiuc.edu
The software may be redistributed for any non-commercial purpose.