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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

Dependency Network

Dependencies Reverse dependencies quantreg copula fastqrs

Version History

new 1.0.0 Mar 9, 2026