Solution of nonlinear systems has become increasingly important as a step in many estimation problems, and is a problem of interest in its own right. I introduce a collection of Mata routines that can be used to find all solutions to nonlinear equation systems, and demonstrate their usage on a...

Quantile regression techniques are useful in understanding the relationship between explanatory variables and the conditional distribution of the outcome variable, allowing the parameters of interest to vary based on a nonseparable disturbance term. Additional covariates may be necessary (or...