Quantile Models with Endogeneity

Victor Chernozhukov and Christian Hansen

Annual Review of Economics, 2013, vol. 5, issue 1, 57-81

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.

Keywords: identification; treatment effects; structural models; instrumental variables (search for similar items in EconPapers)
JEL-codes: C21 C26 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (40)

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Working Paper: Quantile Models with Endogeneity (2013)
Working Paper: Quantile models with endogeneity (2013)
Working Paper: Quantile models with endogeneity (2013)
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