XTQREG: Stata module to compute quantile regression with fixed effects
José António Machado and
João Santos Silva ()
Statistical Software Components from Boston College Department of Economics
xtqreg estimates quantile regressions with fixed effects using the method of Machado and Santos Silva (J. Econometrics, 2018).
Requires: Stata version 14
Keywords: quantile regression; fixed effects (search for similar items in EconPapers)
Date: 2018-08-26, Revised 2021-03-02
Note: This module should be installed from within Stata by typing "ssc install xtqreg". 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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http://fmwww.bc.edu/repec/bocode/x/xtqreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtqreg.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458523
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