Quantile regression: Basics and recent advances
João Santos Silva ()
London Stata Conference 2019 from Stata Users Group
This presentation starts with a general introduction to quantile regression (see qreg and related commands) and then addresses two topics from recent research, specifically quantile regression with time-invariant individual ("fixed") effects, and structural quantile function estimation. After summarizing the main results in these areas, I present the approach to these problems proposed by Machado and Santos Silva (Quantiles via moments, Journal of Econometrics 2019, forthcoming), and illustrate the use of the corresponding Stata commands xtqreg and ivqreg2 (downloadable from SSC).
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:boc:usug19:27
Access Statistics for this paper
More papers in London Stata Conference 2019 from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().