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Inference approaches for instrumental variable quantile regression

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  • Chernozhukov, Victor
  • Hansen, Christian
  • Jansson, Michael

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 95 (2007)
Issue (Month): 2 (May)
Pages: 272-277

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Handle: RePEc:eee:ecolet:v:95:y:2007:i:2:p:272-277

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Web page: http://www.elsevier.com/locate/ecolet

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References

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  1. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, Econometric Society, vol. 57(5), pages 1027-57, September.
  2. Chernozhukov, Victor & Hansen, Christian, 2006. "Instrumental quantile regression inference for structural and treatment effect models," Journal of Econometrics, Elsevier, Elsevier, vol. 132(2), pages 491-525, June.
  3. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, Econometric Society, vol. 46(1), pages 33-50, January.
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Cited by:
  1. Budria, Santiago, 2010. "Are educational mismatches responsible for the ‘inequality increasing effect’ of education?," MPRA Paper 23420, University Library of Munich, Germany.
  2. Arabsheibani, Reza & Staneva, Anita V., 2012. "Returns to Education in Russia: Where There Is Risky Sexual Behaviour There Is Also an Instrument," IZA Discussion Papers 6726, Institute for the Study of Labor (IZA).
  3. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo Group Munich.
  4. Wehby, George L. & Murray, Jeffrey C. & Wilcox, Allen & Lie, Rolv T., 2012. "Smoking and body weight: Evidence using genetic instruments," Economics & Human Biology, Elsevier, Elsevier, vol. 10(2), pages 113-126.
  5. George L. Wehby & Jeffrey C. Murray & Eduardo E. Castilla & Jorge S. Lopez-Camelo & Robert L. Ohsfeldt, 2009. "Quantile effects of prenatal care utilization on birth weight in Argentina," Health Economics, John Wiley & Sons, Ltd., vol. 18(11), pages 1307-1321.
  6. WenShwo Fang & Stephen Miller & Chih-Chuan Yeh, 2010. "Does a threshold inflation rate exist? Quantile inferences for inflation and its variability," Empirical Economics, Springer, Springer, vol. 39(3), pages 619-641, December.
  7. Wang, Le, 2011. "How Does Education Affect the Earnings Distribution in Urban China?," IZA Discussion Papers 6173, Institute for the Study of Labor (IZA).
  8. Domenico Depalo & Raffaela Giordano, 2011. "The public-private pay gap: a robust quantile approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 824, Bank of Italy, Economic Research and International Relations Area.

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