IVQREG2: Stata module to provide structural quantile function estimation

ivqreg2 estimates the structural quantile functions defined by Chernozhukov and Hansen (J. Econometrics, 2008) using the method of Machado and Santos Silva (J. Econometrics, 2018). If no instruments are specified, ivqreg2 estimates the regression quantiles imposing the restriction that quantiles do not cross (see also He, Am. Statistician, 1997).