MIT Libraries logoDSpace@MIT

MIT
View Item 
  • DSpace@MIT Home
  • MIT Open Access Articles
  • MIT Open Access Articles
  • View Item
  • DSpace@MIT Home
  • MIT Open Access Articles
  • MIT Open Access Articles
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Quantile Models with Endogeneity

Author(s)
Chernozhukov, Victor V.; Hansen, C.
Thumbnail
DownloadChernozhukov_Quantile models.pdf (309.3Kb)
OPEN_ACCESS_POLICY

Open Access Policy

Creative Commons Attribution-Noncommercial-Share Alike

Terms of use
Creative Commons Attribution-Noncommercial-Share Alike 3.0 http://creativecommons.org/licenses/by-nc-sa/3.0/
Metadata
Show full item record
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.
Date issued
2013-05
URI
http://hdl.handle.net/1721.1/82635
Department
Massachusetts Institute of Technology. Department of Economics
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
ISSN
1941-1383
1941-1391

Collections
  • MIT Open Access Articles

Browse

All of DSpaceCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

My Account

Login

Statistics

OA StatisticsStatistics by CountryStatistics by Department
MIT Libraries
PrivacyPermissionsAccessibilityContact us
MIT
Content created by the MIT Libraries, CC BY-NC unless otherwise noted. Notify us about copyright concerns.