Chernozhukov, V.; Hansen, C. - In: Annual Review of Economics 5 (2013) 1, pp. 57-81
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 … the identification results of <xref ref-type="bibr" rid="B11">Chernozhukov & Hansen (2005). We illustrate the modeling …