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-...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
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Annual Reviews
2013
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| Online Access: | http://hdl.handle.net/1721.1/82635 https://orcid.org/0000-0002-3250-6714 |
| _version_ | 1826207169107722240 |
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| author | Chernozhukov, Victor V. Hansen, C. |
| author2 | Massachusetts Institute of Technology. Department of Economics |
| author_facet | Massachusetts Institute of Technology. Department of Economics Chernozhukov, Victor V. Hansen, C. |
| author_sort | Chernozhukov, Victor V. |
| collection | MIT |
| description | 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. |
| first_indexed | 2024-09-23T13:45:07Z |
| format | Article |
| id | mit-1721.1/82635 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T13:45:07Z |
| publishDate | 2013 |
| publisher | Annual Reviews |
| record_format | dspace |
| spelling | mit-1721.1/826352022-10-01T16:55:25Z Quantile Models with Endogeneity Chernozhukov, Victor V. Hansen, C. Massachusetts Institute of Technology. Department of Economics Chernozhukov, Victor V. 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. 2013-12-05T18:39:13Z 2013-12-05T18:39:13Z 2013-05 2013-03 Article http://purl.org/eprint/type/JournalArticle 1941-1383 1941-1391 http://hdl.handle.net/1721.1/82635 Chernozhukov, V., and C. Hansen. “Quantile Models with Endogeneity.” Annual Review of Economics 5, no. 1 (January 2013): 57-81. https://orcid.org/0000-0002-3250-6714 en_US http://dx.doi.org/10.1146/annurev-economics-080511-110952 Annual Review of Economics Creative Commons Attribution-Noncommercial-Share Alike 3.0 http://creativecommons.org/licenses/by-nc-sa/3.0/ application/pdf Annual Reviews MIT web domain |
| spellingShingle | Chernozhukov, Victor V. Hansen, C. Quantile Models with Endogeneity |
| title | Quantile Models with Endogeneity |
| title_full | Quantile Models with Endogeneity |
| title_fullStr | Quantile Models with Endogeneity |
| title_full_unstemmed | Quantile Models with Endogeneity |
| title_short | Quantile Models with Endogeneity |
| title_sort | quantile models with endogeneity |
| url | http://hdl.handle.net/1721.1/82635 https://orcid.org/0000-0002-3250-6714 |
| work_keys_str_mv | AT chernozhukovvictorv quantilemodelswithendogeneity AT hansenc quantilemodelswithendogeneity |