Instrumental variable quantile regression: A robust inference approach
نویسندگان
چکیده
منابع مشابه
Instrumental Variable Quantile Regression: A Robust Inference Approach
In this paper, we develop robust inference procedures for an instrumental variables model defined by Y = D′α(U) where D′α(U) is strictly increasing in U and U is a uniform variable that may depend onD but is independent of a set of instrumental variables Z. The proposed inferential procedures are computationally convenient in typical applications and can be carried out using software available ...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2008
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2007.06.005