fastqrs
Fast Algorithms for Quantile Regression with Selection
v1.0.0
·
Apr 16, 2025
·
GPL-3
Description
Fast estimation algorithms to implement the Quantile Regression with Selection estimator and the multiplicative Bootstrap for inference. This estimator can be used to estimate models that feature sample selection and heterogeneous effects in cross-sectional data. For more details, see Arellano and Bonhomme (2017) <doi:10.3982/ECTA14030> and Pereda-Fernández (2024) <doi:10.48550/arXiv.2402.16693>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.0.0
Mar 9, 2026