Instrumental Variable Quantile Regression

The paper develops estimation and inference methods for econometric models with partial identification, focusing on models defined by moment inequalities and equalities. Main applications of this framework include analysis of game-theoretic models, regression with missing and mismeasured data, bounds in structural quantile models, and bounds in asset pricing, among others

MoreLess

Year of publication:	2006
Authors:	Chernozhukov, Victor ; Hansen, Christian
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Regressionsanalyse \| Regression analysis \| IV-Schätzung \| Instrumental variables

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (31 p)
Series:	MIT Department of Economics Working Paper ; No. 06-19
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 15, 2004 erstellt
Other identifiers:	10.2139/ssrn.909666 [DOI]
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C21 - Cross-Sectional Models; Spatial Models ; C41 - Duration Analysis ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014026967