On Wed, 16 May 2012, Anutechia Asongu wrote: > Could any guru here-in give me a code for an Instrumental Variable > Regression?
You really need an IV quantile regression? I think you're on your own. Blaise Melly has some Stata and R code at http://www.econ.brown.edu/fac/Blaise_Melly/code_ivqte.html But so far as I can see few people are attempting this and it's not "officially" supported by any econometric software. From what I've read, the theory remains to be worked out properly. Allin Cottrell
