Before revision:  We establish the consistency, limit distribution, and validity of the multiplier bootstrap of the QTE estimator under CARs . The auxiliary regression may be estimated parametrically, nonparametrically, or via regularization when the data are high-dimensional.
After revision:  We establish the consistency, limiting distribution, and validity of the multiplier bootstrap of the QTE estimator under CARs . The auxiliary regression may be estimated parametrically, nonparametrically, or via regularization when the data are high-dimensional.