Data for: Quantile selection in nonlinear GMM quantile models

Published: 16-07-2020| Version 1 | DOI: 10.17632/pf9y5x9sc8.1
Antonio Galvao


Data consist of aggregate level quarterly data for the United States (US) for 1947Q3–1998Q4 from Yogo (2004). Consumption is measured at the beginning of the period, consisting of nondurables plus services for the US and total consumption for the other countries, in real, per capita terms.