Quantile Models with Endogeneity
Name
Chernozhukov_Quantile models.pdf
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309.4 KB
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Adobe PDF
Checksum (MD5)
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Author(s)
Chernozhukov, Victor V.
Hansen, C.
Date Issued
May 2013
Journal
Annual Review of Economics
Publisher
Annual Reviews
Citation
Chernozhukov, V., and C. Hansen. “Quantile Models with Endogeneity.” Annual Review of Economics 5, no. 1 (January 2013): 57-81.
Version
Author's final manuscript
Abstract
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss key conditions, which include monotonicity and full-rank-type conditions, in detail. In providing this review, we update the identification results of Chernozhukov & Hansen (2005). We illustrate the modeling assumptions through economically motivated examples. We also briefly review the literature on estimation and inference.
MIT Department
Massachusetts Institute of Technology. Department of Economics
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike 3.0
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1146/annurev-economics-080511-110952
