Chernozhukov, Victor; Fernandez-Val, Ivan; Kowalski, … - Department of Economics, Boston University
In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator handles censoring semi-parametrically in the tradition of Powell (1986), and it generalizes standard censored quantile regression (CQR) methods...