Quantile Regression in the Presence of Sample Selection
Replications of the results in the
paper
The below
attached files contains the codes in R used to obtain Figures 1 to 3 and Tables
1 to 4 in Huber and Melly (2012, “A test of the conditional independence
assumption in sample selection models”).
Preparation
of the data used in the next three codes (Stata
do-file)
Generic codes for new applications