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mmqreg.pkg
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d TITLE
d 'MMQREG': Estimation of quantile regressions via Method of Moments
d
d DESCRIPTION/AUTHOR(S)
d
d 'mmqreg' estimates quantile regressions using the method of moments as proposed by Machado and Santos Silva (2019).
d In contrast with -xtqreg-, this command allows for the estimation of quantile regressions without fixed effects, as well
d as when multiple fixed effects are used.
d
d KW: qreg
d KW: xtqreg
d KW: quantile regression
d KW: method of moments
d KW: Predict
d
d Requires: Stata version 13, and community-contributed programs hdfe and ftools
d
d Author: Fernando Rios-Avila, Levy Economics Institute of Bard College
d Support: email [email protected]
F mmqreg/mmqreg.ado
F mmqreg/mmqreg.sthlp
F mmqreg/mmqreg_old.ado