XTQSH: Stata module to implement Quantile Regression Slope Homogeneity Test for Panel Data

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtqsh implements the Swamy-type and standardized Swamy-type slope homogeneity tests proposed by Galvao, Juhl, Montes-Rojas, and Olmo (2017) for quantile regression (QR) fixed-effects panel data models.

Language: Stata version 15.1
Requires: Stata version 15.1
Keywords: time series; panel data; quantile regression; fixed effects (search for similar items in EconPapers)
Date: 2026-02-27
Note: This module should be installed from within Stata by typing "ssc install xtqsh". 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/xtqsh.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtqsh.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_xtqsh_estimate.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtqsh_graph.ado program code (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459617

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