Quantile Models with Endogeneity

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-...

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Bibliographic Details
Main Authors: Chernozhukov, Victor V., Hansen, C.
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:en_US
Published: Annual Reviews 2013
Online Access:http://hdl.handle.net/1721.1/82635
https://orcid.org/0000-0002-3250-6714