IDEAS home Printed from https://ideas.repec.org/a/eee/ecolet/v95y2007i2p272-277.html
   My bibliography  Save this article

Inference approaches for instrumental variable quantile regression

Author

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

Abstract

No abstract is available for this item.

Suggested Citation

  • Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2007. "Inference approaches for instrumental variable quantile regression," Economics Letters, Elsevier, vol. 95(2), pages 272-277, May.
    • Handle: RePEc:eee:ecolet:v:95:y:2007:i:2:p:272-277
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0165-1765(06)00370-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
    2. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    3. Chernozhukov, Victor & Hansen, Christian, 2006. "Instrumental quantile regression inference for structural and treatment effect models," Journal of Econometrics, Elsevier, vol. 132(2), pages 491-525, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. WenShwo Fang & Stephen Miller & Chih-Chuan Yeh, 2010. "Does a threshold inflation rate exist? Quantile inferences for inflation and its variability," Empirical Economics, Springer, vol. 39(3), pages 619-641, December.
    2. Marilena Furno, 2020. "Returns to Education and Gender Wage Gap Across Quantiles in Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(2), pages 145-169, June.
    3. Kaspar Wüthrich, 2020. "A Comparison of Two Quantile Models With Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 443-456, April.
    4. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 219-235.
    5. Corrado Andini, 2022. "Tertiary education for all and wage inequality: policy insights from quantile regression," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(6), pages 1281-1296, November.
    6. Arabsheibani, Reza & Staneva, Anita, 2012. "Returns to Education in Russia: Where There Is Risky Sexual Behaviour There Is Also an Instrument," IZA Discussion Papers 6726, Institute of Labor Economics (IZA).
    7. 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, November.
    8. Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
    9. Jean-Jacques Forneron, 2019. "Detecting Identification Failure in Moment Condition Models," Papers 1907.13093, arXiv.org, revised Oct 2023.
    10. Gamboa, Luis Fernando & Rodríguez Acosta, Mauricio & García Suaza, Andrés, 2013. "Differences in motivations and academic achievement," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 78, pages 9-44, March.
    11. Morra, Wayne & Hearn, Gail & Buck, Andrew J., 2009. "The market for bushmeat: Colobus Satanas on Bioko Island," Ecological Economics, Elsevier, vol. 68(10), pages 2619-2626, August.
    12. Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018. "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
    13. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo.
    14. Le‐Yu Chen & Sokbae Lee, 2018. "Exact computation of GMM estimators for instrumental variable quantile regression models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 553-567, June.
    15. Wehby, George L. & Murray, Jeffrey C. & Wilcox, Allen & Lie, Rolv T., 2012. "Smoking and body weight: Evidence using genetic instruments," Economics & Human Biology, Elsevier, vol. 10(2), pages 113-126.
    16. Le Wang, 2013. "How Does Education Affect the Earnings Distribution in Urban China?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(3), pages 435-454, June.
    17. Andini, Corrado & Andini, Monica, 2015. "A Note on Unemployment Persistence and Quantile Parameter Heterogeneity," IZA Discussion Papers 8819, Institute of Labor Economics (IZA).
    18. Le-Yu Chen & Yu-Min Yen, 2025. "Estimation of the Local Conditional Tail Average Treatment Effect," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(1), pages 241-255, January.
    19. Domenico Depalo & Raffaella Giordano, 2011. "The public-private pay gap: a robust quantile approach," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(1), pages 25-64, January.
    20. Santiago Budría, 2011. "Are Educational Mismatches Responsible for the ‘Inequality Increasing Effect’ of Education?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 102(3), pages 409-437, July.
    21. Wehby George L. & McCarthy Ann Marie & Castilla Eduardo & Murray Jeffrey C., 2011. "The Impact of Household Investments on Early Child Neurodevelopment and on Racial and Socioeconomic Developmental Gaps: Evidence from South America," Forum for Health Economics & Policy, De Gruyter, vol. 14(1), pages 1-60, December.
    22. Kaspar W thrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October.
    2. Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics.
    3. Chen, Songnian, 2023. "Two-step estimation of censored quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 1310-1336.
    4. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
    5. Jun, Sung Jae, 2009. "Local structural quantile effects in a model with a nonseparable control variable," Journal of Econometrics, Elsevier, vol. 151(1), pages 82-97, July.
    6. Chen, Songnian & Wang, Qian, 2023. "Quantile regression with censoring and sample selection," Journal of Econometrics, Elsevier, vol. 234(1), pages 205-226.
    7. Tae-Hwy Lee & Aman Ullah & He Wang, 2023. "The Second-order Bias and Mean Squared Error of Quantile Regression Estimators," Working Papers 202313, University of California at Riverside, Department of Economics.
    8. Su, Liangjun & Hoshino, Tadao, 2016. "Sieve instrumental variable quantile regression estimation of functional coefficient models," Journal of Econometrics, Elsevier, vol. 191(1), pages 231-254.
    9. Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
    10. Tae-Hwy Lee & Aman Ullah & He Wang, 2024. "The second-order bias and mean squared error of quantile regression estimators," Indian Economic Review, Springer, vol. 59(1), pages 11-68, October.
    11. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
    12. Muller, Christophe, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Econometrics and Statistics, Elsevier, vol. 8(C), pages 3-12.
    13. Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013. "Inference on Counterfactual Distributions," Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
    14. Klomp, Jeroen, 2013. "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 641-653.
    15. Dima, Bogdan & Dincă, Marius Sorin & Spulbăr, Cristi, 2014. "Financial nexus: Efficiency and soundness in banking and capital markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 100-124.
    16. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
    17. Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.
    18. Victor Chernozhukov & Iván Fernández‐Val & Whitney Newey & Sami Stouli & Francis Vella, 2020. "Semiparametric estimation of structural functions in nonseparable triangular models," Quantitative Economics, Econometric Society, vol. 11(2), pages 503-533, May.
    19. Zheng, Mingbo & Feng, Gen-Fu & Feng, Suling & Yuan, Xuemei, 2019. "The road to innovation vs. the role of globalization: A dynamic quantile investigation," Economic Modelling, Elsevier, vol. 83(C), pages 65-83.
    20. Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:95:y:2007:i:2:p:272-277. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.