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Estimation and inference for Unconditional Quantile Regression

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quantreg2

Stefano Nembrini, [email protected]

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Estimation and inference for Unconditional Quantile Regression following the approach in Firpo, S., Fortin, N. M., & Lemieux, T. (2009). Unconditional quantile regressions. Econometrica, 77(3), 953-973.

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Estimation and inference for Unconditional Quantile Regression

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