XTQUANTILEBREAK: Stata module to perform shrinkage quantile regression for panel data with multiple structural breaks

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtquantilebreak estimates the panel quantile regression model of Zhang, Zhu, Feng and He (2022), in which the slope coefficients are allowed to change at an unknown number of structural breaks whose locations are determined by the data.

Language: Stata
Requires: Stata version 14
Keywords: quantile; panel data; structural breaks (search for similar items in EconPapers)
Date: 2026-06-10
Note: This module should be installed from within Stata by typing "ssc install xtquantilebreak". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtquantilebreak.ado
http://fmwww.bc.edu/repec/bocode/x/xtquantilebreak.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtquantilebreak_graph.ado
http://fmwww.bc.edu/repec/bocode/_/_xtquantilebreak_engine.ado

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459739

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