Hi Joao Santos Silva Clyde Schechter

I am running qreg for a panel of 372 firms with a monthly time observation of 237 months each. This makes a total of 88,164 observations in my data. I am focusing on 99 and 95 percentiles of the data. All my t stats and p values are insignificant, although there is a strong relationship between the variables that exist. Any Idea what is going wrong and how this issue can be addressed or resolved?

Best Regards