Nonlinear Quantile Regression

This is an archive of software and test problems for the paper An Interior Point Algorithm for Nonlinear Quantile Regression by Roger Koenker and BJ Park. This paper has appeared in Journal of Econometrics, 71, 265-283.

A preprint version of the paper is available in pdf here
. The archive is in unix tar.Z format and can be obtained by clicking here
The files themselves are accessible by clicking here


The ascii readme file describing the the contents of the archive can be viewed by clicking here


Problems or questions regarding this software should be directed to roger@ysidro.econ.uiuc.edu
This software may be redistributed for any non-commercial purpose.

This version of the archive was prepared March 31 1994 in Prague