The Econometric Society An International Society for the Advancement of Economic Theory in its Relation to Statistics and Mathematics

Supplemental material - May 2009 Volume 77 Issue 3

Unconditional Quantile Regressions

Sergio Firpo
Nicole M. Fortin
Thomas Lemieux

Go to: Data And Programs; Extensions;

Data And Programs - Supplement to "Unconditional Quantile Regressions"
Sergio Firpo, Nicole M. Fortin, and Thomas Lemieux

Description: This zip file contains a readme.txt file explaining the contents of the zip file, a data file in STATA10 and 22 programs in STATA10.

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Extensions - Supplement to "Unconditional Quantile Regressions"
Sergio Firpo, Nicole M. Fortin, and Thomas Lemieux

Description: This document provides detailed derivations of the asymptotic properties of the estimators proposed in Firpo, Fortin, and Lemieux (2007) to estimate the parameter defined as Unconditional Quantile Partial Effects (UQPE).

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