what is the code for conditional quantile regression with crisis period as dummy variable in r package?
<pre><code>Qy(tau|X)=a(tau)+b(tau)X+D[c(tau)+d(tau)X]

Y=index return
X=index return other than country Y
tau=(.1,.5,.9)
D=dummy for crisis period 1, zero otherwise
</code></pre>

<p>I have already tried with my best and could not find the solution for this equation basically for the value of (c and d ) coefficient. please kindly help me regarding this... </p>