Computer programs
Stata commands:
To get my commands directly in Stata type:
net from "https://raw.githubusercontent.com/bmelly/Stata/main/"
and follow the instructions that will appear in the Stata window.
Fast algorithms for the quantile regression process
Estimation of quantile treatment effects in Stata
Quantile treatment effects in the regression discontinuity design
Inference on counterfactual distributions
Decomposition of differences in distributions using quantile regression
Nonparametric mean IV estimation
The changes-in-changes model with covariates
R codes:
Decomposition of differences in distribution using quantile regression
Estimation of counterfactual distributions using quantile regression
Unconditional quantile treatment effects under endogeneity
Inference on conterfactual distributions
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes