Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 503-533
limitations. They are based on distribution and quantile regression modeling of the reduced form conditional distributions of the … endogenous variables. We show that average, distribution, and quantile structural functions are identified in these systems … three‐stage procedure to estimate the structural functions where the first two stages consist of quantile or distribution …