# Replicate Table V in Mankiw, Romer and Weil, QJE 1992,
# plus the quantile regressions in R. Ram, "Parametric
# variability in cross-country growth regressions: An
# application of quantile-regression methodology",
# Economics Letters 99 (2008) pp. 387-9.
open mrw.gdt
series ly60 = log(gdp60)
series dlny = log(gdp85) - ly60
series ngd = 0.05 + (popgrow/100)
series lngd = log(ngd)
series linv = log(i_y/100)
series lschool = log(school/100)
# set sample to non-oil producing countries
smpl nonoil --dummy
# OLS, as per M, R & W
ols dlny const ly60 linv lngd lschool

# Top quartile
quantreg 0.75 dlny const ly60 linv lngd lschool
# Bottom quartile
quantreg 0.25 dlny const ly60 linv lngd lschool

# Top quartile (robust)
quantreg 0.75 dlny const ly60 linv lngd lschool --robust
# Bottom quartile (robust)
quantreg 0.25 dlny const ly60 linv lngd lschool --robust