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Citations of

Victor Chernozhukov

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012. "Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain," Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.

    Mentioned in:

    1. Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain (ECTA 2012) in ReplicationWiki ()

Working papers

  1. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers CWP13/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Belloni, Alexandre., Chen, Mingli., Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.

  2. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-selection and post-regularization inference in linear models with many controls and instruments," CeMMAP working papers CWP02/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2014. "Program evaluation with high-dimensional data," CeMMAP working papers CWP33/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  3. Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," CeMMAP working papers CWP05/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," CeMMAP working papers CWP05/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  4. Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in high dimensional panel models with an application to gun control," CeMMAP working papers CWP50/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-selection and post-regularization inference in linear models with many controls and instruments," CeMMAP working papers CWP02/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  5. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers CWP65/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010, Cowles Foundation for Research in Economics, Yale University.

  6. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers CWP69/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Testing many moment inequalities," CeMMAP working papers CWP52/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  7. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Comparison and anti-concentration bounds for maxima of Gaussian random vectors," CeMMAP working papers CWP71/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers CWP65/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  8. Chiara Rosazza Bondibene & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
    2. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    3. Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.

  9. Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2013. "Honest confidence regions for a regression parameter in logistic regression with a large number of controls," CeMMAP working papers CWP67/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
    2. Yichen Gao & Yu Zhang & Ximing Wu, 2015. "Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index," Empirical Economics, Springer, vol. 48(1), pages 61-81, February.
    3. van de Geer, Sara, 2016. "Worst possible sub-directions in high-dimensional models," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 248-260.

  10. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP70/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Belloni, Alexandre., Chen, Mingli., Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.

  11. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers CWP38/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Hiroaki Kaido, 2013. "Asymptotically Efficient Estimation of Weighted Average Derivatives with an Inverval Censored Variable," Boston University - Department of Economics - Working Papers Series 2013-022, Boston University - Department of Economics.

  12. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015. "Nonparametric identification in panels using quantiles," Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.

  13. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors," CeMMAP working papers CWP76/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Sokbae Lee & Ryo Okui & Yoon-Jae Whang, 2016. "Doubly robust uniform confidence band for the conditional average treatment effect function," CeMMAP working papers CWP03/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Testing many moment inequalities," CeMMAP working papers CWP52/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression and other z-estimation problems," CeMMAP working papers CWP74/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Mayya Zhilova, 2015. "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers SFB649DP2015-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    5. Belloni, Alexandre., Chen, Mingli., Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.
    6. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
    7. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers CWP49/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.
    9. Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    10. Vladimir Spokoiny & Mayya Zhilova, 2014. "Bootstrap confidence sets under model misspecification," SFB 649 Discussion Papers SFB649DP2014-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

  14. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    2. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
    3. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, . "Energy prices and CO2 emission allowance prices: A quantile regression approach," NIPE Working Papers 06/2014, NIPE - Universidade do Minho.
    4. Ghosh, Pallab Kumar, 2014. "The contribution of human capital variables to changes in the wage distribution function," Labour Economics, Elsevier, vol. 28(C), pages 58-69.
    5. Santiago Pereda Fernández, 2016. "Estimation of counterfactual distributions with a continuous endogenous treatment," Temi di discussione (Economic working papers) 1053, Bank of Italy, Economic Research and International Relations Area.
    6. Simone Balestra & Uschi Backes-Gellner, 2014. "Revisiting Class-Size Effects: Where They Come From and How Long They Last," Economics of Education Working Paper Series 0102, University of Zurich, Institute for Strategy and Business Economics (ISU).
    7. Blaise Melly und Kaspar Wüthrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.

  15. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers CWP12/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    3. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear Panel Data Estimation Via Quantile Regressions," Working Papers wp2015_1505, CEMFI.
    4. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015. "Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016.

  16. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers CWP59/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Joyce P Jacobsen & Laurence M Levin & Zachary Tausanovitch, 2016. "Comparing Standard Regression Modeling to Ensemble Modeling: How Data Mining Software Can Improve Economists’ Predictions," Eastern Economic Journal, Palgrave Macmillan, vol. 42(3), pages 387-398, June.
    2. Guido De Blasio & Emanuele Ciani, 2015. "European Structural Funds During the Crisis: Evidence from Southern Italy," ERSA conference papers ersa15p435, European Regional Science Association.
    3. Kumar, Anil, 2014. "Do restrictions on home equity extraction contribute to lower mortgage defaults? evidence from a policy discontinuity at the Texas’ border," Working Papers 1410, Federal Reserve Bank of Dallas.
    4. Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016. "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers 9908, Institute for the Study of Labor (IZA).
    5. Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015. "Machine Learning Methods for Demand Estimation," American Economic Review, American Economic Association, vol. 105(5), pages 481-85, May.
    6. Krumer, Alex & Lechner, Michael, 2016. "Midweek Effect on Performance: Evidence from the German Soccer Bundesliga," Economics Working Paper Series 1609, University of St. Gallen, School of Economics and Political Science.
    7. Green, Gareth & Richards, Timothy, 2016. "Interpreting Results of Demand Estimation from Machine Learning Models," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 236147, Agricultural and Applied Economics Association.
    8. Marcel Fafchamps & Julien Labonne, 2016. "Using Split Samples to Improve Inference about Causal Effects," NBER Working Papers 21842, National Bureau of Economic Research, Inc.
    9. Panagopoulos, Orestis P. & Pappu, Vijay & Xanthopoulos, Petros & Pardalos, Panos M., 2016. "Constrained subspace classifier for high dimensional datasets," Omega, Elsevier, vol. 59(PA), pages 40-46.
    10. Achim Ahrens, 2015. "Civil conflicts in Africa: Climate, economic shocks, nighttime lights and spill-over effects," SEEC Discussion Papers 1501, Spatial Economics and Econometrics Centre, Heriot Watt University.

  17. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP44/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015. "Some new asymptotic theory for least squares series: Pointwise and uniform results," Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.
    2. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than n," CeMMAP working papers CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors," CeMMAP working papers CWP76/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers CWP69/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  18. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Taisuke Otsu & Ke-Li Xu, 2011. "Empirical Likelihood for Regression Discontinuity Design," Cowles Foundation Discussion Papers 1799, Cowles Foundation for Research in Economics, Yale University.
    2. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Hoshino, Tadao, 2013. "Partial identification in binary response models with nonignorable nonresponses," Economics Letters, Elsevier, vol. 121(1), pages 74-78.
    5. Karun Adusumilli & Taisuke Otsu, 2014. "Empirical Likelihood for Random Sets," STICERD - Econometrics Paper Series 574, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
    7. Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.

  19. Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP04/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2016. "On the properties of the constrained Hansen–Jagannathan distance," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 121-150.
    2. Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.

  20. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP10/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
    3. Guido W. Imbens, 2015. "Matching Methods in Practice: Three Examples," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 373-419.

  21. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for high-dimensional sparse econometric models," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
    2. Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper 71670, University Library of Munich, Germany.
    3. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
    4. Ng, Serena, 2013. "Variable Selection in Predictive Regressions," Handbook of Economic Forecasting, Elsevier.
    5. Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016. "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers 2016-12, Department of Economics and Business Economics, Aarhus University.
    6. Florens, Jean-Pierre & Van Bellegem, Sébastien, 2015. "Instrumental variable estimation in functional linear models," Journal of Econometrics, Elsevier, vol. 186(2), pages 465-476.
    7. Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
    8. Chatterjee, A. & Gupta, S. & Lahiri, S.N., 2015. "On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property," Journal of Econometrics, Elsevier, vol. 186(2), pages 317-324.
    9. Myrto Kalouptsidi, 2014. "Time to Build and Fluctuations in Bulk Shipping," American Economic Review, American Economic Association, vol. 104(2), pages 564-608, February.

  22. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897RR, Cowles Foundation for Research in Economics, Yale University, revised Nov 2014.
    2. Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2014. "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," Journal of Econometrics, Elsevier, vol. 178(P3), pages 444-455.
    3. Xiaohong Chen* & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers CWP38/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Timothy M. Christensen, 2014. "Nonparametric identification of positive eigenfunctions," CeMMAP working papers CWP37/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011. "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers 2011-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    6. Matzkin, Rosa L., 2016. "On independence conditions in nonseparable models: Observable and unobservable instruments," Journal of Econometrics, Elsevier, vol. 191(2), pages 302-311.
    7. Fabian Dunker, 2015. "Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 192, Courant Research Centre PEG.
    8. Victor Chernozhukov & Whitney Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2013. "A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications," NBER Working Papers 18850, National Bureau of Economic Research, Inc.
    10. Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
    11. Cazals, Catherine & Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2016. "Nonparametric instrumental variables estimation for efficiency frontier," Journal of Econometrics, Elsevier, vol. 190(2), pages 349-359.

  23. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Richard Spady & Sami Stouli, 2016. "Dual regression," CeMMAP working papers CWP04/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Efang Kong & Oliver Linton & Yingcun Xia, 2011. "Global Bahadur representation for nonparametric censored regression quantiles and its applications," CeMMAP working papers CWP33/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015. "Nonparametric identification in panels using quantiles," Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.
    6. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP75/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
    8. Charlier, Isabelle & Paindaveine, Davy & Saracco, Jérôme, 2015. "Conditional quantile estimation based on optimal quantization: From theory to practice," Computational Statistics & Data Analysis, Elsevier, vol. 91(C), pages 20-39.
    9. Richard H. Spady & Sami Stouli, 2016. "Dual Regression," Bristol Economics Discussion Papers 16/669, Department of Economics, University of Bristol, UK.
    10. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015. "Some new asymptotic theory for least squares series: Pointwise and uniform results," Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.

  24. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Schmillen, Achim & Umkehrer, Matthias, 2013. "The scars of youth : effects of early-career unemployment on future unemployment experience," IAB Discussion Paper 201306, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    2. Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014. "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers 2014-13, CEPII research center.
    3. Broberg, Thomas & Kazukauskas, Andrius, 2014. "Inefficiencies in residential use of energy - A critical overview of literature and energy efficiency policies in EU and Sweden," CERE Working Papers 2014:7, CERE - the Center for Environmental and Resource Economics.
    4. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
    5. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    6. Brown, Sarah & Taylor, Karl, 2015. "Charitable Behaviour and the Big Five Personality Traits: Evidence from UK Panel Data," IZA Discussion Papers 9318, Institute for the Study of Labor (IZA).
    7. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Kiran Krishnamurthy, Chandra & Kriström, Bengt, 2013. "Determinants of the price-premium for Green Energy: Evidence from an OECD cross-section," CERE Working Papers 2013:7, CERE - the Center for Environmental and Resource Economics, revised 30 Jun 2014.
    9. Amanda E. Kowalski, 2016. "Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments," NBER Working Papers 22363, National Bureau of Economic Research, Inc.
    10. Victor Champonnois & Olivier Chanel, 2016. "How useful are (Censored) Quantile Regressions for Contingent Valuation?," Working Papers 2016.12, FAERE - French Association of Environmental and Resource Economists.
    11. Lima, Luiz Renato & Mesquita, Shirley & Wanamaker, Marianne, 2015. "Child labor and the wealth paradox: The role of altruistic parents," Economics Letters, Elsevier, vol. 130(C), pages 80-82.
    12. Affuso, Ermanno & Hite, Diane, 2013. "A model for sustainable land use in biofuel production: An application to the state of Alabama," Energy Economics, Elsevier, vol. 37(C), pages 29-39.
    13. Mendolia, Silvia & Paloyo, Alfredo R. & Walker, Ian, 2016. "Heterogeneous Effects of High School Peers on Educational Outcomes," IZA Discussion Papers 9795, Institute for the Study of Labor (IZA).
    14. Alina Buzanakova & Evgeniy M. Ozhegov, 2016. "Demand for performing arts: the effect of unobserved quality on price elasticity," ACEI Working Paper Series AWP-05-2016, Association for Cultural Economics International, revised Jun 2016.
    15. Vial, Virginie & Hanoteau, Julien, 2015. "Returns to Micro-Entrepreneurship in an Emerging Economy: A Quantile Study of Entrepreneurial Indonesian Households’ Welfare," World Development, Elsevier, vol. 74(C), pages 142-157.
    16. Amanda E. Kowalski, 2016. "Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments for the Young and Privately Insured?," Cowles Foundation Discussion Papers 2045, Cowles Foundation for Research in Economics, Yale University.

  25. Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Inference for extremal conditional quantile models, with an application to market and birthweight risks," CeMMAP working papers CWP40/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Lee, Ji Hyung, 2016. "Predictive quantile regression with persistent covariates: IVX-QR approach," Journal of Econometrics, Elsevier, vol. 192(1), pages 105-118.
    2. Becker, Sascha O. & Hvide, Hans K, 2013. "Do entrepreneurs matter?," CEPR Discussion Papers 9295, C.E.P.R. Discussion Papers.
    3. Xavier D'Haultfoeuille & Arnaud Maurel & Yichong Zhang, 2014. "Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap," NBER Working Papers 20257, National Bureau of Economic Research, Inc.
    4. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series 1814, European Central Bank.
    5. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    6. Xiong, Qizhou, 2015. "Censored Fractional Response Model: Estimating Heterogeneous Relative Risk Aversion of European Households," IWH Discussion Papers 11/2015, Halle Institute for Economic Research (IWH).
    7. Calluzzo, Paul & Dong, Gang Nathan, 2015. "Has the financial system become safer after the crisis? The changing nature of financial institution risk," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 233-248.
    8. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
    9. Maria Marino & Alessio Farcomeni, 2015. "Linear quantile regression models for longitudinal experiments: an overview," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 229-247, August.
    10. Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014. "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 456-470.

  26. Alexandre Belloni & Victor Chernozhukov, 2010. "Post-l1-penalized estimators in high-dimensional linear regression models," CeMMAP working papers CWP13/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.

  27. Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse models and methods for optimal instruments with an application to eminent domain," CeMMAP working papers CWP31/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Estimation of treatment effects with high-dimensional controls," CeMMAP working papers CWP42/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Yoonseok Lee & Yu Zhou, 2015. "Averaged Instrumental Variables Estimators," Center for Policy Research Working Papers 180, Center for Policy Research, Maxwell School, Syracuse University.
    3. Onatski, Alexei, 2015. "Asymptotic analysis of the squared estimation error in misspecified factor models," Journal of Econometrics, Elsevier, vol. 186(2), pages 388-406.
    4. Guy Tchuente & Marine Carrasco, 2013. "Regularized LIML for many instruments," CIRANO Working Papers 2013s-20, CIRANO.
    5. Daniel L. Chen, 2015. "Can markets stimulate rights? On the alienability of legal claims," RAND Journal of Economics, RAND Corporation, vol. 46(1), pages 23-65, 03.
    6. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP70/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2015. "Program evaluation with high-dimensional data," CeMMAP working papers CWP55/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Achim Ahrens, 2015. "Civil conflicts in Africa: Climate, economic shocks, nighttime lights and spill-over effects," SEEC Discussion Papers 1501, Spatial Economics and Econometrics Centre, Heriot Watt University.
    9. Liran Einav & Jonathan Levin, 2014. "The Data Revolution and Economic Analysis," Innovation Policy and the Economy, University of Chicago Press, vol. 14(1), pages 1 - 24.
    10. Taisuke Otsu & Myung Hwan Seo, 2014. "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series 571, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    11. Eric Gautier & Alexandre Tsybakov, 2013. "Pivotal estimation in high-dimensional regression via linear programming," Working Papers hal-00805556, HAL.
    12. Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015. "Demand Estimation with Machine Learning and Model Combination," NBER Working Papers 20955, National Bureau of Economic Research, Inc.
    13. Chen, D.L. & Levonyan, V. & Reinhart, S.E. & Taksler, G., 2014. "Do Payment Disclosure Laws Affect Industry-Physician Relationships?," Health, Econometrics and Data Group (HEDG) Working Papers 14/24, HEDG, c/o Department of Economics, University of York.
    14. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for high-dimensional sparse econometric models," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2013. "Honest confidence regions for a regression parameter in logistic regression with a large number of controls," CeMMAP working papers CWP67/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression and other z-estimation problems," CeMMAP working papers CWP74/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Prosper Donovon & Alastair R. Hall, 2015. "GMM and Indirect Inference: An appraisal of their connections and new results on their properties under second order identification," The School of Economics Discussion Paper Series 1505, Economics, The University of Manchester.
    18. Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers 1606.00142, arXiv.org.
    19. Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, Department of Economics and Business Economics, Aarhus University.
    20. Medeiros, Marcelo C. & Mendes, Eduardo F., 2016. "ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 191(1), pages 255-271.
    21. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP26/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Guy Tchuente & Marine Carrasco, 2013. "Efficient estimation with many weak instruments using regularization techniques," CIRANO Working Papers 2013s-21, CIRANO.
    23. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments," American Economic Review, American Economic Association, vol. 105(5), pages 486-90, May.
    24. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers CWP24/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Marcelo C. Medeiros & Eduardo F. Mendes, 2012. "Estimating High-Dimensional Time Series Models," CREATES Research Papers 2012-37, Department of Economics and Business Economics, Aarhus University.
    26. Hansen, Christian & Kozbur, Damian, 2014. "Instrumental variables estimation with many weak instruments using regularized JIVE," Journal of Econometrics, Elsevier, vol. 182(2), pages 290-308.
    27. Harry H. Kelejian, 2016. "Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis," Letters in Spatial and Resource Sciences, Springer, vol. 9(1), pages 113-136, March.
    28. Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
    29. Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011. "Identification and Inference with Many Invalid Instruments," NBER Working Papers 17519, National Bureau of Economic Research, Inc.
    30. Ismir Mulalic & Ninette Pilegaard & Jan Rouwendal, 2015. "Does improving Public Transport decrease Car Ownership? Evidence from the Copenhagen Metropolitan Area," Tinbergen Institute Discussion Papers 15-139/VIII, Tinbergen Institute.
    31. Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2016. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Bristol Economics Discussion Papers 16/674, Department of Economics, University of Bristol, UK.
    32. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, Department of Economics and Business Economics, Aarhus University.
    33. Su Liangjun & Junhui Qian, 2015. "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers 07-2015, Singapore Management University, School of Economics.
    34. Zhu, Ying, 2013. "Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors," MPRA Paper 49846, University Library of Munich, Germany.
    35. Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
    36. Eric Gautier & Alexandre Tsybakov, 2014. "High-dimensional instrumental variables regression and confidence sets," Working Papers hal-00591732, HAL.
    37. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Valid post-selection inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP53/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    38. Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
    39. Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013. "Pivotal estimation via square-root lasso in nonparametric regression," CeMMAP working papers CWP62/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
    41. Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015. "Identification and Inference With Many Invalid Instruments," Scholarly Articles 27769098, Harvard University Department of Economics.
    42. Yoonseok Lee & Mehmet Caner & Xu Han, 2015. "Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection," Center for Policy Research Working Papers 177, Center for Policy Research, Maxwell School, Syracuse University.
    43. Xun Lu & Su Liangjun, 2015. "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers 02-2015, Singapore Management University, School of Economics.
    44. Belloni, Alexandre., Chen, Mingli., Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.
    45. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    46. Cho, Hyunkeun, 2016. "The analysis of multivariate longitudinal data using multivariate marginal models," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 481-491.
    47. Liu, Chu-An & Tao, Jing, 2016. "Model selection and model averaging in nonparametric instrumental variables models," MPRA Paper 69492, University Library of Munich, Germany.
    48. Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 128, March.

  28. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2009. "Fragility of Asymptotic Agreement under Bayesian Learning," Levine's Working Paper Archive 814577000000000139, David K. Levine.

    Cited by:

    1. Simsek, Alp, 2012. "Belief Disagreements and Collateral Constraints," Scholarly Articles 9561259, Harvard University Department of Economics.
    2. de la Torre, Augusto & Ize, Alain, 2013. "The foundations of macroprudential regulation : a conceptual roadmap," Policy Research Working Paper Series 6575, The World Bank.
    3. Matthew Gentzkow & Jesse M. Shapiro, 2010. "Ideological Segregation Online and Offline," NBER Working Papers 15916, National Bureau of Economic Research, Inc.
    4. Rajiv Sethi & Muhamet Yildiz, 2013. "Perspectives, Opinions, and Information Flows," Levine's Working Paper Archive 786969000000000934, David K. Levine.
    5. Xavier Gabaix & David Laibson & Deyuan Li & Hongyi Li & Sidney Resnick & Casper G. de Vries, 2013. "The Impact of Competition on Prices with Numerous Firms," Working Papers 13-07, Chapman University, Economic Science Institute.
    6. S. Nageeb Ali, 2011. "Learning Self-Control," The Quarterly Journal of Economics, Oxford University Press, vol. 126(2), pages 857-893.
    7. Adriani, Fabrizio & Sonderegger, Silvia, 2009. "Trust, Introspection, and Market Participation: an Evolutionary Approach," MPRA Paper 16110, University Library of Munich, Germany.
    8. Bohren, J. Aislinn, 2016. "Informational herding with model misspecification," Journal of Economic Theory, Elsevier, vol. 163(C), pages 222-247.
    9. Larry G. Epstein & Kyoungwon Seo, 2013. "De Finetti Meets Ellsberg," CIRANO Working Papers 2013s-35, CIRANO.
    10. Rajiv Sethi & Muhamet Yildiz, 2009. "Public Disagreement," Economics Working Papers 0089, Institute for Advanced Study, School of Social Science.
    11. Antonio Jiménez-Martínez, 2015. "A model of belief influence in large social networks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(1), pages 21-59, May.
    12. Dicks, David & Fulghieri, Paolo, 2015. "Ambiguity, Disagreement, and Allocation of Control in Firms," CEPR Discussion Papers 10400, C.E.P.R. Discussion Papers.
    13. Dani Rodrik, 2013. "When Ideas Trump Interests : Preferences, World Views, and Policy  Innovations," Working Papers id:5558, eSocialSciences.
    14. Kondor, Péter, 2011. "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers 8455, C.E.P.R. Discussion Papers.
    15. Sandeep Baliga & Eran Hanany & Peter Klibanoff, 2013. "Polarization and Ambiguity," Discussion Papers 1558, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    16. Benoît, Jean-Pierre & Dubra, Juan, 2014. "A Theory of Rational Attitude Polarization," MPRA Paper 60129, University Library of Munich, Germany.
    17. Mandler, Michael, 2012. "The fragility of information aggregation in large elections," Games and Economic Behavior, Elsevier, vol. 74(1), pages 257-268.

  29. Alexandre Belloni & Victor Chernozhukov, 2009. "L1-Penalized quantile regression in high-dimensional sparse models," CeMMAP working papers CWP10/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Wolfgang Karl Härdle & Ya’acov Ritov & Song Song, 2010. "Partial Linear Quantile Regression and Bootstrap Confidence Bands," SFB 649 Discussion Papers SFB649DP2010-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Florens, Jean-Pierre & Van Bellegem, Sébastien, 2015. "Instrumental variable estimation in functional linear models," Journal of Econometrics, Elsevier, vol. 186(2), pages 465-476.

  30. Victor Chernozhukov & Sokbae Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers CWP19/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Supplement to Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1066, University of Warwick, Department of Economics.
    2. Joachim Freyberger & Joel Horowitz, 2012. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers CWP15/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Victor Chernozhukov & Whitney Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Blaise Melly und Kaspar Wüthrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
    5. Aviv Nevo* & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. d'Haultfoeuille, Xavier & Maurel, Arnaud & Zhang, Yichong, 2014. "Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap," IZA Discussion Papers 8256, Institute for the Study of Labor (IZA).
    7. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Marc Henry & Ismael Mourifié, 2013. "Set inference in latent variables models," Econometrics Journal, Royal Economic Society, vol. 16(1), pages S93-S105, 02.
    9. Tsunao Okumura & Emiko Usui, 2014. "Concave‐monotone treatment response and monotone treatment selection: With an application to the returns to schooling," Quantitative Economics, Econometric Society, vol. 5, pages 175-194, 03.
    10. Joel Horowitz & Sokbae Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP67/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Andrew Chesher & Konrad Smolinski, 2010. "Sharp identified sets for discrete variable IV models," CeMMAP working papers CWP11/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, 03.
    14. Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph, 2016. "Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable," CEPR Discussion Papers 11048, C.E.P.R. Discussion Papers.
    15. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers CWP65/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Andrew Chesher & Adam Rosen, 2012. "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers CWP34/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Andrew Chesher & Adam M. Rosen & Konrad Smolinski, 2013. "An instrumental variable model of multiple discrete choice," Quantitative Economics, Econometric Society, vol. 4(2), pages 157-196, 07.
    18. Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric tests of conditional treatment effects," CeMMAP working papers CWP36/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Andrew Chesher & Adam Rosen, 2012. "Simultaneous equations for discrete outcomes: coherence, completeness, and identification," CeMMAP working papers CWP21/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015. "Some new asymptotic theory for least squares series: Pointwise and uniform results," Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.
    21. Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward, 2012. "Treatment effect bounds: An application to Swan–Ganz catheterization," Journal of Econometrics, Elsevier, vol. 168(2), pages 223-243.
    22. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    23. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Federico Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP01/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2013.
    26. Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
    27. Christian Bontemps & Thierry Magnac & Eric Maurin, 2012. "Set Identified Linear Models," Post-Print halshs-00754590, HAL.
    28. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
    29. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," TSE Working Papers 14-458, Toulouse School of Economics (TSE).
    30. Clément de Chaisemartin, 2011. "Fuzzy Differences in Differences," Working Papers 2011-10, Centre de Recherche en Economie et Statistique.
    31. Bellemare, Charles & Sebald, Alexander, 2011. "Learning about a Class of Belief-Dependent Preferences without Information on Beliefs," IZA Discussion Papers 5957, Institute for the Study of Labor (IZA).
    32. Freyberger, Joachim & Horowitz, Joel L., 2015. "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 41-53.
    33. Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    34. Andrew Chesher & Adam Rosen, 2013. "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers CWP10/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    35. Christoph Rothe, 2012. "Partial Distributional Policy Effects," Econometrica, Econometric Society, vol. 80(5), pages 2269-2301, 09.
    36. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    37. Gobillon, Laurent & Magnac, Thierry, 2014. "Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls," CEPR Discussion Papers 10253, C.E.P.R. Discussion Papers.
    38. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2010. "Partial identification using random set theory," CeMMAP working papers CWP40/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    39. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers CWP38/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. Denis Chetverikov, 2012. "Testing regression monotonicity in econometric models," CeMMAP working papers CWP35/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    41. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers CWP32/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    42. Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011. "Identification of Panel Data Models with Endogenous Censoring," Working Papers 11-07, Duke University, Department of Economics.
    43. Xiaohong Chen & Elie Tamer & Alexander Torgovitsky, 2011. "Sensitivity Analysis in Semiparametric Likelihood Models," Cowles Foundation Discussion Papers 1836, Cowles Foundation for Research in Economics, Yale University.
    44. Millimet, Daniel L. & Roy, Manan, 2013. "Partial Identification of the Long-Run Causal Effect of Food Security on Child Health," IZA Discussion Papers 7457, Institute for the Study of Labor (IZA).
    45. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    46. Song, Kyungchul, 2014. "Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 136-158.
    47. Andrew Chesher & Adam Rosen, 2014. "Generalized instrumental variable models," CeMMAP working papers CWP04/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    48. Andrew Chesher, 2011. "Semiparametric structural models of binary response: shape restrictions and partial identification," CeMMAP working papers CWP31/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    49. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP44/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    50. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
    51. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
    52. Qian, Hang, 2011. "Bayesian inference with monotone instrumental variables," MPRA Paper 32672, University Library of Munich, Germany.
    53. Mammen, Enno & Polonik, Wolfgang, 2013. "Confidence regions for level sets," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 202-214.
    54. de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1065, University of Warwick, Department of Economics.
    55. Richard A Dunn, 2012. "Consistently bounding parameter values with one instrument and two endogenous explanatory variables," Economics Bulletin, AccessEcon, vol. 32(2), pages 1074-1081.
    56. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    57. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers CWP69/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    58. Andrew Chesher & Konrad Smolinski, 2009. "IV models of ordered choice," CeMMAP working papers CWP37/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    59. Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
    60. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2014. "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers CWP17/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    61. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
    62. Mourifié, Ismael, 2015. "Sharp bounds on treatment effects in a binary triangular system," Journal of Econometrics, Elsevier, vol. 187(1), pages 74-81.
    63. Fan, Yanqin & Park, Sang Soo, 2012. "Confidence intervals for the quantile of treatment effects in randomized experiments," Journal of Econometrics, Elsevier, vol. 167(2), pages 330-344.
    64. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    65. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers CWP36/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    66. Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.
    67. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Department of Economics, Norwegian School of Economics.
    68. Qian, Hang, 2011. "Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction," MPRA Paper 32634, University Library of Munich, Germany.
    69. Amin, Vikesh & Flores, Carlos A. & Flores-Lagunes, Alfonso & Parisian, Daniel J., 2016. "The Effect of Degree Attainment on Arrests: Evidence from a Randomized Social Experiment," IZA Discussion Papers 9695, Institute for the Study of Labor (IZA).
    70. Xiaohong Chen & Timothy Christensen, 2013. "Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation," Cowles Foundation Discussion Papers 1923R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
    71. Wolfgang Karl Härdle & Ya’acov Ritov & Song Song, 2010. "Partial Linear Quantile Regression and Bootstrap Confidence Bands," SFB 649 Discussion Papers SFB649DP2010-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    72. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    73. Chiburis, Richard C., 2010. "Semiparametric bounds on treatment effects," Journal of Econometrics, Elsevier, vol. 159(2), pages 267-275, December.
    74. Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2015. "Going Beyond LATE: Bounding Average Treatment Effects of Job Corps Training," IZA Discussion Papers 9511, Institute for the Study of Labor (IZA).
    75. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.

  31. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying Distributional Characteristics In Random Coefficients Panel Data Models," Working Papers wp2009_0904, CEMFI.
    2. Andrei Markevich & Ekaterina Zhuravskaya, 2011. "M-form hierarchy with poorly-diversified divisions: A case of Khrushchev's reform in Soviet Russia," Post-Print halshs-00754499, HAL.
    3. Ciani, Emanuele, 2012. "Informal adult care and caregivers' employment in Europe," Labour Economics, Elsevier, vol. 19(2), pages 155-164.
    4. Kyungchul Song, 2009. "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    5. Ali Fakih, 2014. "Vacation Leave, Work Hours, and Wages: New Evidence from Linked Employer–Employee Data," LABOUR, CEIS, vol. 28(4), pages 376-398, December.
    6. Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011. "Identification of Panel Data Models with Endogenous Censoring," Working Papers 11-07, Duke University, Department of Economics.
    7. Amaresh Tiwari & Franz Palm, 2011. "Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects," CREPP Working Papers 1113, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
    8. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc.
    9. Ali Fakih & Pascal L. Ghazalian, 2013. "Female Labour Force Participation in MENA's Manufacturing Sector: The Implications of Firm-related and National Factors," CIRANO Working Papers 2013s-46, CIRANO.
    10. Stefan Hoderlein & Halbert White, 2009. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," CeMMAP working papers CWP33/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Bester, C. Alan & Hansen, Christian B., 2016. "Grouped effects estimators in fixed effects models," Journal of Econometrics, Elsevier, vol. 190(1), pages 197-208.
    12. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
    13. Martin Browning & Jesus M. Carro, 2007. "Dynamic Binary Outcome Models with Maximal Heterogeneity," CAM Working Papers 2009-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Feb 2009.
    14. Andrei Markevich & Ekaterina Zhuravskaya, 2009. "Career Concerns in a Political Hierarchy: A Case of Regional Leaders in Soviet Russia," Working Papers w0040, Center for Economic and Financial Research (CEFIR).
    15. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Anil Kumar, 2016. "Lifecycle-consistent female labor supply with nonlinear taxes: evidence from unobserved effects panel data models with censoring, selection and endogeneity," Review of Economics of the Household, Springer, vol. 14(1), pages 207-229, March.

  32. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2008. "Improving point and interval estimates of monotone functions by rearrangement," CeMMAP working papers CWP17/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Mathias Trabs, 2011. "Calibration of selfdecomposable Lévy models," SFB 649 Discussion Papers SFB649DP2011-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Victor Chernozhukov & Whitney Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
    4. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2012. "Empirical implementation of nonparametric first-price auction models," Journal of Econometrics, Elsevier, vol. 168(1), pages 17-28.
    5. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
    6. Joel Horowitz & Sokbae Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP67/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Marc Henry & Koen Jochmans & Bernard Salanié, 2015. "Inference on Mixtures Under Tail Restrictions," Sciences Po Economics Discussion Papers 2014-01, Sciences Po Departement of Economics.
    9. Bradley Larsen, 2014. "The Efficiency of Real-World Bargaining: Evidence from Wholesale Used-Auto Auctions," NBER Working Papers 20431, National Bureau of Economic Research, Inc.
    10. Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Sciences Po Economics Discussion Papers 2013-04, Sciences Po Departement of Economics.
    11. Kory Kroft & Fabian Lange & Matthew J. Notowidigdo, 2012. "Duration Dependence and Labor Market Conditions: Theory and Evidence from a Field Experiment," NBER Working Papers 18387, National Bureau of Economic Research, Inc.
    12. Joel Horowitz & Sokbae Lee, 2010. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP19/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Ilaria Lucrezia Amerise, 2013. "Weighted Non-Crossing Quantile Regressions," Working Papers 201308, Università della Calabria, Dipartimento di Economia, Statistica e Finanza (Ex Dipartimento di Economia e Statistica).
    14. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    15. Sokbae Lee & Ryo Okui & Yoon-Jae Whang, 2016. "Doubly robust uniform confidence band for the conditional average treatment effect function," CeMMAP working papers CWP03/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Lee, Tae-Hwy & Yang, Weiping, 2014. "Granger-causality in quantiles between financial markets: Using copula approach," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 70-78.
    17. Finkelstein, Amy & Luttmer, Erzo F. P. & Notowidigdo, Matthew J., 2008. "What Good Is Wealth without Health? The Effect of Health on the Marginal Utility of Consumption," Working Paper Series rwp08-036, Harvard University, John F. Kennedy School of Government.
    18. Senay Sokullu, 2012. "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers 12/628, Department of Economics, University of Bristol, UK.
    19. Lian, Heng & Meng, Jie & Fan, Zengyan, 2015. "Simultaneous estimation of linear conditional quantiles with penalized splines," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 1-21.

  33. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics.

    Cited by:

    1. Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
    2. Rui Dang, 2015. "Explaining the Body Mass Index Gaps between Turkish Immigrants and Germans in West Germany 2002-2012: A Decomposition Analysis of Socio-economic Causes," CESifo Working Paper Series 5529, CESifo Group Munich.
    3. Patricia Gallego-Granados & Johannes Geyer, 2015. "Distributional and Behavioral Effects of the Gender Wage Gap," SOEPpapers on Multidisciplinary Panel Data Research 753, DIW Berlin, The German Socio-Economic Panel (SOEP).
    4. Doorley, Karina & Sierminska, Eva, 2012. "Myth or Fact? The Beauty Premium across the Wage Distribution," IZA Discussion Papers 6674, Institute for the Study of Labor (IZA).
    5. Christian Manuel Posso, 2010. "Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, December.
    6. Fortin, Nicole & Lemieux, Thomas & Firpo, Sergio, 2011. "Decomposition Methods in Economics," Handbook of Labor Economics, Elsevier.
    7. B. Essama-Nssah & Peter J. Lambert, 2011. "Influence functions for distributional statistics," Working Papers 236, ECINEQ, Society for the Study of Economic Inequality.
    8. Sebastian Leitner, 2015. "Drivers of wealth inequality in euro area countries," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft 137, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
    9. Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers 1740, Cowles Foundation for Research in Economics, Yale University.
    10. Giovanni Russo & Wolter Hassink, 2012. "Multiple Glass Ceilings," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 51(4), pages 892-915, October.
    11. Nicolas Albacete & Pirmin Fessler & Martin Schürz, 2012. "Risk Buffer Profiles of Foreign Currency Mortgage Holders," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 23, pages 58-71.
    12. Antoine Dechezlepretre & Ralf Martin & Myra Mohnen, 2014. "Knowledge spillovers from clean and dirty technologies," LSE Research Online Documents on Economics 60501, London School of Economics and Political Science, LSE Library.
    13. Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
    14. Martin Huber & Blaise Melly, 2015. "A Test of the Conditional Independence Assumption in Sample Selection Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1144-1168, November.
    15. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Christoph Rothe, 2012. "Partial Distributional Policy Effects," Econometrica, Econometric Society, vol. 80(5), pages 2269-2301, 09.
    17. Priscillia Hunt, 2012. "From the bottom to the top: a more complete picture of the immigrant-native wage gap in Britain," IZA Journal of Migration, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 1(1), pages 1-18, December.
    18. Bernd Fitzenberger & Katrin Sommerfeld, 2016. "A Sequential Decomposition of the Drop in Collective Bargaining Coverage," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 236(1), pages 37-69, February.
    19. de Meijer, Claudine & O’Donnell, Owen & Koopmanschap, Marc & van Doorslaer, Eddy, 2013. "Health expenditure growth: Looking beyond the average through decomposition of the full distribution," Journal of Health Economics, Elsevier, vol. 32(1), pages 88-105.
    20. McMillen, Daniel, 2015. "Conditionally parametric quantile regression for spatial data: An analysis of land values in early nineteenth century Chicago," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 28-38.
    21. Richey, Jeremiah & Rosburg, Alicia, 2015. "Decomposing economic mobility transition matrices," MPRA Paper 66485, University Library of Munich, Germany.
    22. Asplund, Rita & Lilja, Reija, 2010. "Wage formation and gender wage gaps: The changing role of human capital in the Finnish technology industry," Discussion Papers 1230, The Research Institute of the Finnish Economy.
    23. DOORLEY Karina & SIERMINSKA Eva, 2011. "Beauty and the beast in the labor market: Evidence from a distribution regression approach," LISER Working Paper Series 2011-62, LISER.
    24. David Powell & Dana Goldman, 2016. "Disentangling Moral Hazard and Adverse Selection in Private Health Insurance," NBER Working Papers 21858, National Bureau of Economic Research, Inc.
    25. Salvatori, Andrea, 2014. "The effects of the EU equal-treatment legislation Directive for fixed-term workers: evidence from the UK," ISER Working Paper Series 2014-21, Institute for Social and Economic Research.
    26. Santiago Pereda Fernández, 2016. "Estimation of counterfactual distributions with a continuous endogenous treatment," Temi di discussione (Economic working papers) 1053, Bank of Italy, Economic Research and International Relations Area.
    27. Christoph Rothe & Dominik Wied, 2013. "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 314-324, March.
    28. Ömer Limanlı, 2015. "Gender Based Wage Gap in Turkey," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 22, Ekonomik Yaklasim Association.
    29. CHOE Chung & VAN KERM Philippe, 2014. "Foreign workers and the wage distribution: Where do they fit in?," LISER Working Paper Series 2014-02, LISER.
    30. K. Sommerfeld, 2013. "Higher and higher? Performance pay and wage inequality in Germany," Applied Economics, Taylor & Francis Journals, vol. 45(30), pages 4236-4247, October.
    31. Sakellariou, Chris, 2012. "Decomposing the increase in TIMSS Scores in Ghana : 2003-2007," Policy Research Working Paper Series 6084, The World Bank.
    32. Antonczyk, Dirk & DeLeire, Thomas C. & Fitzenberger, Bernd, 2010. "Polarization and Rising Wage Inequality: Comparing the U.S. and Germany," IZA Discussion Papers 4842, Institute for the Study of Labor (IZA).
    33. Stephen G. Donald & Yu‐Chin Hsu & Garry F. Barrett, 2012. "Incorporating covariates in the measurement of welfare and inequality: methods and applications," Econometrics Journal, Royal Economic Society, vol. 15(1), pages C1-C30, 02.
    34. Pasquier-Doumer, Laure, 2011. "Intergenerational transmission of self-employed status in the informal sector: a constrained choice or better income prospects? Evidence from seven West-African countries," Proceedings of the German Development Economics Conference, Berlin 2011 64, Verein für Socialpolitik, Research Committee Development Economics.
    35. Antonczyk, Dirk & Fitzenberger, Bernd & Sommerfeld, Katrin, 2010. "Rising wage inequality, the decline of collective bargaining, and the gender wage gap," Labour Economics, Elsevier, vol. 17(5), pages 835-847, October.
    36. Campos-Vazquez, Raymundo M. & Esquivel, Gerardo & Lustig, Nora, 2012. "The Rise and Fall of Income Inequality in Mexico, 1989?2010," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
    37. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    38. Thomschke, Lorenz, 2015. "Changes in the distribution of rental prices in Berlin," Regional Science and Urban Economics, Elsevier, vol. 51(C), pages 88-100.
    39. Julio Galvez & Javier Mencía, 2014. "Distributional Linkages Between European Sovereign Bond And Bank Asset Returns," Working Papers wp2014_1407, CEMFI.
    40. Pallab Kumar Ghosh & Jae Yoon Lee, 2016. "Decomposition of Changes in Korean Wage Inequality, 1998–2007," Journal of Labor Research, Springer, vol. 37(1), pages 1-28, March.
    41. BARGAIN Olivier & DOORLEY Karina & VAN KERM Philippe, 2016. "Minimum wages and the gender gap in pay. Evidence from the UK and Ireland," LISER Working Paper Series 2016-02, LISER.
    42. Norberto Pignatti, 2012. "Gender wage gap dynamics in a changing Ukraine," IZA Journal of Labor & Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 1(1), pages 1-44, December.
    43. Daniel Baumgarten & Gabriel Felbermayr & Sybille Lehwald, 2016. "Dissecting between-plant and within-plant wage dispersion - Evidence from Germany," Ifo Working Paper Series Ifo Working Paper No. 216, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    44. Peter Lindner, 2015. "Factor decomposition of the wealth distribution in the euro area," Empirica, Springer, vol. 42(2), pages 291-322, May.
    45. Andrés Sanchez - Jabba, 2011. "Etnia y rendimiento académico en Colombia," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, November.
    46. Karsten Kohn & Dirk Antonczyk, 2013. "The aftermath of reunification," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(1), pages 73-110, 01.
    47. Jan Eeckhout & Roberto Pinheiro & Kurt Schmidheiny, 2013. "Spatial sorting," IFS Working Papers W13/18, Institute for Fiscal Studies.
    48. SIERMINSKA Eva & DOORLEY Karina, 2012. "Decomposing household wealth portfolios across countries: An age-old question?," LISER Working Paper Series 2012-32, LISER.
    49. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," EIEF Working Papers Series 1329, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2013.
    50. Yang, Jidong & Liu, Kai & Zhang, Yiran, 2015. "Happiness Inequality in China," MPRA Paper 66623, University Library of Munich, Germany.
    51. Victor Chernozhukov & Roberto Rigobon & Thomas Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    52. Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016. "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
    53. Boris Kaiser, 2013. "Detailed Decompositions in Generalized Linear Models," Diskussionsschriften dp1309, Universitaet Bern, Departement Volkswirtschaft.
    54. Rothe, Christoph, 2012. "Decomposing the Composition Effect," IZA Discussion Papers 6397, Institute for the Study of Labor (IZA).
    55. Hübler, Olaf, 2013. "Methods in empirical economics - a selective review with applications," Hannover Economic Papers (HEP) dp-513, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    56. Boll, Christina & Leppin, Julian Sebastian, 2013. "Unterwertige Beschäftigung von Akademikerinnen und Akademikern: Umfang, Ursachen, Einkommenseffekte und Beitrag zur geschlechtsspezifischen Lohnlücke," HWWI Policy Papers 75, Hamburg Institute of International Economics (HWWI).
    57. Firpo, Sergio, 2010. "Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures," IZA Discussion Papers 4841, Institute for the Study of Labor (IZA).
    58. SELEZNEVA Ekaterina & VAN KERM Philippe, 2013. "Inequality-adjusted gender wage differentials in Germany," LISER Working Paper Series 2013-18, LISER.
    59. Domenico Depalo & Raffaela Giordano & Evangelia Papapetrou, 2015. "Public–private wage differentials in euro-area countries: evidence from quantile decomposition analysis," Empirical Economics, Springer, vol. 49(3), pages 985-1015, November.
    60. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
    61. Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise, 2012. "Quantile treatment effects in the regression discontinuity design," Journal of Econometrics, Elsevier, vol. 168(2), pages 382-395.
    62. Menshawy Badr & Oliver Morrissey & Simon Appleton, . "Gender differentials in maths test scores in Mena countries," Discussion Papers 12/04, University of Nottingham, CREDIT.
    63. Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker, 2012. "Counterfactual distributions of wages via quantile regression with endogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3212-3229.
    64. Cho, Joonmo & Lee, Tai & Jung, Hanna, 2014. "Glass ceiling in a stratified labor market: Evidence from Korea," Journal of the Japanese and International Economies, Elsevier, vol. 32(C), pages 56-70.
    65. Lin, Carl & Yun, Myeong-Su, 2016. "The Effects of the Minimum Wage on Earnings Inequality: Evidence from China," IZA Discussion Papers 9715, Institute for the Study of Labor (IZA).
    66. Ghosh, Pallab Kumar, 2014. "The contribution of human capital variables to changes in the wage distribution function," Labour Economics, Elsevier, vol. 28(C), pages 58-69.
    67. de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1065, University of Warwick, Department of Economics.
    68. Debra Shepherd, 2013. "A question of efficiency: decomposing South African reading test scores using PIRLS 2006," Working Papers 20/2013, Stellenbosch University, Department of Economics.
    69. Qin, Yu & Zhu, Hongjia & Zhu, Rong, 2016. "Changes in the distribution of land prices in urban China during 2007–2012," Regional Science and Urban Economics, Elsevier, vol. 57(C), pages 77-90.
    70. Kohn, Karsten & Antonczyk, Dirk, 2011. "The Aftermath of Reunification: Sectoral Transition, Gender, and Rising Wage Inequality in East Germany," IZA Discussion Papers 5708, Institute for the Study of Labor (IZA).
    71. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    72. Sandra Rodríguez, 2014. "Wage inequality in Uruguay: Technological change impact on occupational tasks," Documentos de Trabajo (working papers) 14-15, Instituto de Economía - IECON.
    73. Füss, Roland & Gehrig, Thomas & Rindler, Philipp B, 2011. "Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?," CEPR Discussion Papers 8714, C.E.P.R. Discussion Papers.
    74. Sloczynski, Tymon, 2015. "Average Wage Gaps and Oaxaca–Blinder Decompositions," IZA Discussion Papers 9036, Institute for the Study of Labor (IZA).
    75. Quinn Andrew Wesley Keefer, 2013. "Compensation Discrimination for Defensive Players," Journal of Sports Economics, The North American Association of Sports Economists, vol. 14(1), pages 23-44, February.
    76. Sloczynski, Tymon, 2013. "Population Average Gender Effects," IZA Discussion Papers 7315, Institute for the Study of Labor (IZA).
    77. VAN KERM Philippe & YU Seunghee & CHOE Chung, 2014. "Wage differentials between native, immigrant and cross-border workers: Evidence and model comparisons," LISER Working Paper Series 2014-05, LISER.

  34. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2007. "Learning and Disagreement in an Uncertain World," Carlo Alberto Notebooks 48, Collegio Carlo Alberto.

    Cited by:

    1. Tobias Adrian & Mark M. Westerfield, 2008. "Disagreement and learning in a dynamic contracting model," Staff Reports 269, Federal Reserve Bank of New York.
    2. Yildiz, Muhamet & Acemoglu, Daron & Chernozhukov, Victor, 2016. "Fragility of asymptotic agreement under Bayesian learning," Theoretical Economics, Econometric Society, vol. 11(1), January.
    3. Michael J. Lamla & Lena Dräger, 2015. "Disagreement à la Taylor: Evidence from Survey Microdata," KOF Working papers 15-380, KOF Swiss Economic Institute, ETH Zurich.
    4. Antonio Romero-Medina & Matteo Triossi, 2011. "Games with Capacity Manipulation: Incentives and Nash Equilibria," Documentos de Trabajo 280, Centro de Economía Aplicada, Universidad de Chile.
    5. Thomas Maag & Michael J. Lamla, 2009. "The Role of Media for Inflation Forecast Disagreement of Households and Professionals," KOF Working papers 09-223, KOF Swiss Economic Institute, ETH Zurich.
    6. Martin W. Cripps & Jeffrey C. Ely & George J. Mailath & Larry Samuelson, 2006. "Common Learning," Cowles Foundation Discussion Papers 1575, Cowles Foundation for Research in Economics, Yale University.
      • Martin W. Cripps & Jeffrey C. Ely & George J. Mailath & Larry Samuelson, 2006. "Common Learning," Cowles Foundation Discussion Papers 1575R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2007.
      • Martin W. Cripps & Jeffrey C. Ely & George J. Mailath & Larry Samuelson, 2006. "Common Learning," Levine's Bibliography 321307000000000355, UCLA Department of Economics.
      • Martin W. Cripps & Jeffrey C. Ely & George J. Mailath & Larry Samuelson, 2008. "Common Learning," Econometrica, Econometric Society, vol. 76(4), pages 909-933, 07.
      • Martin W. Cripps & Jeffrey C. Ely & George J. Mailath & Larry Samuelson, 2007. "Common Learning," PIER Working Paper Archive 07-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    7. Daron Acemoglu & Asuman E. Ozdaglar, 2010. "Opinion Dynamics and Learning in Social Networks," Levine's Working Paper Archive 661465000000000222, David K. Levine.
    8. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2012. "Understanding booms and busts in housing markets," FRB Atlanta CQER Working Paper 2012-02, Federal Reserve Bank of Atlanta.
    9. Alexander Zimper & Alexander Ludwig, 2009. "On attitude polarization under Bayesian learning with non-additive beliefs," Journal of Risk and Uncertainty, Springer, vol. 39(2), pages 181-212, October.
    10. Wei Xiong & Hongjun Yan, 2006. "Heterogeneous Expectations and Bond Markets," NBER Working Papers 12781, National Bureau of Economic Research, Inc.
    11. Bruce I. Carlin & Francis A. Longstaff & Kyle Matoba, 2012. "Disagreement and Asset Prices," NBER Working Papers 18619, National Bureau of Economic Research, Inc.
    12. Xavier Gabaix & David Laibson & Deyuan Li & Hongyi Li & Sidney Resnick & Casper G. de Vries, 2013. "The Impact of Competition on Prices with Numerous Firms," Working Papers 13-07, Chapman University, Economic Science Institute.
    13. Patton, Andrew J. & Timmermann, Allan, 2010. "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 803-820, October.
    14. Dixit, Avinash & Weibull, Jörgen, 2006. "Political Polarization," SSE/EFI Working Paper Series in Economics and Finance 655, Stockholm School of Economics, revised 12 Apr 2007.
    15. Eric Van den Steen, 2010. "Overconfidence by Bayesian Rational Agents," Harvard Business School Working Papers 11-049, Harvard Business School.
    16. Lahiri, Kajal & Sheng, Xuguang, 2009. "Learning and heterogeneity in GDP and inflation forecasts," MPRA Paper 21448, University Library of Munich, Germany.
    17. Lahiri, Kajal & Sheng, Xuguang, 2008. "Evolution of forecast disagreement in a Bayesian learning model," Journal of Econometrics, Elsevier, vol. 144(2), pages 325-340, June.
    18. Drew Fudenberg & Satoru Takahashi, 2008. "Heterogeneous Beliefs and Local Information in Stochastic Fictitious Play," Levine's Working Paper Archive 122247000000001695, David K. Levine.
    19. Yu, Jialin, 2011. "Disagreement and return predictability of stock portfolios," Journal of Financial Economics, Elsevier, vol. 99(1), pages 162-183, January.
    20. Richard Dennis, 2012. "Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation," CAMA Working Papers 2012-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    21. Rodrigues-Neto, José Alvaro, 2012. "The cycles approach," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 207-211.
    22. Ricardo Alonso & Odilon Câmara, 2014. "Persuading skeptics and reaffirming believers," LSE Research Online Documents on Economics 58680, London School of Economics and Political Science, LSE Library.
    23. Tim Bollerslev & Jia Li & Yuan Xue, 2016. "Volume, Volatility and Public News Announcements," CREATES Research Papers 2016-19, Department of Economics and Business Economics, Aarhus University.
    24. Carlin, Bruce I. & Longstaff, Francis A. & Matoba, Kyle, 2014. "Disagreement and asset prices," Journal of Financial Economics, Elsevier, vol. 114(2), pages 226-238.
    25. Maurizio Bovi, 2014. "Shocks and the Expectations Formation Process. A Tale of Two Expectations," Natural Field Experiments 00390, The Field Experiments Website.

  35. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
    2. Christian Manuel Posso Suárez, . "Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria," Borradores de Economia 529, Banco de la Republica de Colombia.
    3. Donald, Stephen G. & Hsu, Yu-Chin, 2014. "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
    4. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014. "Risk Assessment of the Brazilian FX Rate," Working Papers Series 344, Central Bank of Brazil, Research Department.
    5. Charlier, Isabelle & Paindaveine, Davy & Saracco, Jérôme, 2015. "Conditional quantile estimation based on optimal quantization: From theory to practice," Computational Statistics & Data Analysis, Elsevier, vol. 91(C), pages 20-39.
    6. Nicodemo, Catia & Raya, Josep Maria, 2012. "Change in the distribution of house prices across Spanish cities," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 739-748.
    7. Qi Li & Juan Lin & Jeffrey S. Racine, 2013. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 57-65, January.
    8. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
    9. de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1065, University of Warwick, Department of Economics.
    10. Ding, Weili & Lehrer, Steven F., 2014. "Understanding the role of time-varying unobserved ability heterogeneity in education production," Economics of Education Review, Elsevier, vol. 40(C), pages 55-75.
    11. Carolina Castagnetti, 2015. "The Analysis of the Gender Wage Gap in the Italian Public Sector: a Quantile Approach for Panel Data," DEM Working Papers Series 109, University of Pavia, Department of Economics and Management.
    12. Frölich, Markus & Melly, Blaise, 2008. "Quantile Treatment Effects in the Regression Discontinuity Design," IZA Discussion Papers 3638, Institute for the Study of Labor (IZA).
    13. Picchio, M. & Mussida, C., 2010. "Gender Wage Gap : A Semi-Parametric Approach With Sample Selection Correction," Discussion Paper 2010-16, Tilburg University, Center for Economic Research.
    14. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Zhongjun Qu & Jungmo Yoon, 2015. "Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs," Boston University - Department of Economics - Working Papers Series wp2015-009, Boston University - Department of Economics.
    16. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
    18. Richard Spady & Sami Stouli, 2016. "Dual regression," CeMMAP working papers CWP04/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, Elsevier.
    20. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
    21. Ritter, Joseph A. & West, Kristine L., 2014. "Field of Study and Earnings Inequality among the Highly Educated: 1993-2010," Miscellaneous Publications 195683, University of Minnesota, Department of Applied Economics.
    22. Marcella Lucchetta & Gianni De Nicolo, 2012. "Systemic Real and Financial Risks; Measurement, Forecasting, and Stress Testing," IMF Working Papers 12/58, International Monetary Fund.
    23. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," EIEF Working Papers Series 1329, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2013.
    24. Gail Pacheco & Bill Cochrane, 2015. "Decomposing the temporary-permanent wage gap in New Zealand," Working Papers 2015-07, Auckland University of Technology, Department of Economics.
    25. Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
    26. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    27. Holger Dette & Regine Scheder, 2011. "Estimation of additive quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 245-265, April.
    28. Nicole Fortin & Thomas Lemieux & Sergio Firpo, 2010. "Decomposition Methods in Economics," NBER Working Papers 16045, National Bureau of Economic Research, Inc.
    29. Ruhose, Jens & Parey, Matthias & Waldinger, Fabian & Netz, Nicolai, 2015. "The Selection of High-Skilled Migrants," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113148, Verein für Socialpolitik / German Economic Association.
    30. Franco Peracchi & Samantha Leorato, 2015. "Shape Regressions," Working Papers gueconwpa~15-15-06, Georgetown University, Department of Economics.
    31. Žikeš, Filip & Baruník, Jozef, 2014. "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," FinMaP-Working Papers 20, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    32. Sabine Schnabel & Paul Eilers, 2013. "Simultaneous estimation of quantile curves using quantile sheets," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(1), pages 77-87, January.
    33. Fabio Busetti & Michele Caivano & Lisa Rodano, 2015. "On the conditional distribution of euro area inflation forecast," Temi di discussione (Economic working papers) 1027, Bank of Italy, Economic Research and International Relations Area.
    34. Giovanni Bonaccolto & Massimiliano Caporin, 2016. "The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 9(3), pages 8, July.
    35. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    36. Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012. "Asymptotically efficient estimation of the conditional expected shortfall," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 768-784.
    37. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
    38. Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015. "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers 12/15, Monash University, Department of Econometrics and Business Statistics.
    39. Blaise Melly und Kaspar Wüthrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
    40. Lamarche, Carlos, 2011. "Measuring the incentives to learn in Colombia using new quantile regression approaches," Journal of Development Economics, Elsevier, vol. 96(2), pages 278-288, November.
    41. Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
    42. Xavier D’Haultfoeuille & Pauline Givord, 2014. "La régression quantile en pratique," Économie et Statistique, Programme National Persée, vol. 471(1), pages 85-111.
    43. Manzan, Sebastiano & Zerom, Dawit, 2013. "Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?," International Journal of Forecasting, Elsevier, vol. 29(3), pages 469-478.
    44. Holger Dette & Matthias Guhlich & Natalie Neumeyer, 2015. "Testing for additivity in nonparametric quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 437-477, June.
    45. Julio Galvez & Javier Mencía, 2014. "Distributional Linkages Between European Sovereign Bond And Bank Asset Returns," Working Papers wp2014_1407, CEMFI.
    46. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers CWP12/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    47. Samantha Leorato & Franco Peracchi, 2015. "Comparing Distribution and Quantile Regression," EIEF Working Papers Series 1511, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2015.
    48. Haben, Stephen & Giasemidis, Georgios, 2016. "A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1017-1022.
    49. Santiago Pereda Fernández, 2016. "A new method for the correction of test scores manipulation," Temi di discussione (Economic working papers) 1047, Bank of Italy, Economic Research and International Relations Area.
    50. Nicolas Albacete & Pirmin Fessler & Martin Schürz, 2012. "Risk Buffer Profiles of Foreign Currency Mortgage Holders," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 23, pages 58-71.
    51. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    52. Richard H. Spady & Sami Stouli, 2016. "Dual Regression," Bristol Economics Discussion Papers 16/669, Department of Economics, University of Bristol, UK.
    53. Mendolia, Silvia & Paloyo, Alfredo R. & Walker, Ian, 2016. "Heterogeneous Effects of High School Peers on Educational Outcomes," IZA Discussion Papers 9795, Institute for the Study of Labor (IZA).
    54. Lian, Heng, 2012. "A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1224-1228.
    55. Ying-Ying Lee, 2015. "Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 2, December.
    56. Manzan, Sebastiano & Zerom, Dawit, 2009. "Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?," MPRA Paper 14387, University Library of Munich, Germany.
    57. Ilaria Lucrezia Amerise, 2013. "Weighted Non-Crossing Quantile Regressions," Working Papers 201308, Università della Calabria, Dipartimento di Economia, Statistica e Finanza (Ex Dipartimento di Economia e Statistica).

  36. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Improving Estimates Of Monotone Functions By Rearrangement," Boston University - Department of Economics - Working Papers Series WP2007-012, Boston University - Department of Economics.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2008. "Improving point and interval estimates of monotone functions by rearrangement," CeMMAP working papers CWP17/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Birke, Melanie, 2008. "Shape constrained kernel density estimation," Technical Reports 2008,08, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    3. Henderson, Daniel J. & Parmeter, Christopher F., 2009. "Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension," IZA Discussion Papers 4103, Institute for the Study of Labor (IZA).
    4. Birke, Melanie & Bissantz, Nicolai, 2007. "Shape constrained estimators in inverse regression models with convolution-type operator," Technical Reports 2007,35, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    5. Victor Chernozhukov & Iván Fernández-Val & Alfred Galichon, 2010. "Rearranging Edgeworth–Cornish–Fisher expansions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 419-435, February.
    6. Andrew Shephard, 2011. "Equilibrium Search and Tax Credit Reform," Working Papers 1336, Princeton University, Department of Economics, Center for Economic Policy Studies..
    7. Matthew J. Notowidigdo, 2011. "The Incidence of Local Labor Demand Shocks," 2011 Meeting Papers 629, Society for Economic Dynamics.
    8. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008. "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper 8769, University Library of Munich, Germany.

  37. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Rearranging Edgeworth-Cornish-Fisher expansions," CeMMAP working papers CWP19/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Victor Chernozhukov & Pierre-André Chiappori & Marc Henry, 2010. "Introduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 271-273, February.
    2. Karlygash Kuralbayeva & Samuel Malone, 2012. "The Determinants of Extreme Commodity Prices," OxCarre Working Papers 096, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    3. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Donald Keenan, 2015. "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 439-464, May.
    4. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    5. Charles-Olivier Amedee-Manesme & Fabrice Barthélémy, 2012. "Cornish-Fisher expansion for real estate value at risk," ERES eres2012_044, European Real Estate Society (ERES).

  38. Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet, 2006. "Nonparametric Instrumental Variable Estimators of Structural Quantile Effects," Swiss Finance Institute Research Paper Series 08-03, Swiss Finance Institute, revised Aug 2009.

    Cited by:

    1. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650RR, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
    2. Senay Sokullu, 2012. "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers 12/628, Department of Economics, University of Bristol, UK.
    3. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
    4. Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.

  39. E. Tamer & V. Chernozhukov & H. Hong, 2004. "Parameter Set Inference in a Class of Econometric Models," Econometric Society 2004 North American Winter Meetings 382, Econometric Society.

    Cited by:

    1. Molinari, Francesca, 2010. "Missing Treatments," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 82-95.
    2. Beresteanu, Arie & Molinari, Francesca, 2006. "Asymptotic Properties for a Class of Partially Identified Models," Working Papers 06-07, Cornell University, Center for Analytic Economics.
    3. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities," Econometric Theory, Cambridge University Press, vol. 25(03), pages 669-709, June.
    4. Hyungsik Roger Moon & Frank Schorfheide, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," IEPR Working Papers 06.56, Institute of Economic Policy Research (IEPR).
    5. Bajari, Patrick & Benkard, C. Lanier & Levin, Jonathan, 2007. "Estimating Dynamic Models of Imperfect Competition," Research Papers 1852r1, Stanford University, Graduate School of Business.
    6. Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
    7. J. Stoye, 2009. "Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 857-862.
    8. Brent Kreider & John V. Pepper, 2011. "Identification of Expected Outcomes in a Data Error Mixing Model With Multiplicative Mean Independence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 49-60, January.
    9. Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
    10. Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
    11. Andrew Chesher, 2003. "Nonparametric identification under discrete variation," CeMMAP working papers CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Worst-case estimation for econometric models with unobservable components," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3330-3354, April.
    13. Adam Rosen, 2007. "Identification and estimation of firms' marginal cost functions with incomplete knowledge of strategic behavior," CeMMAP working papers CWP03/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Rosen, Adam M., 2008. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," Journal of Econometrics, Elsevier, vol. 146(1), pages 107-117, September.
    15. Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
    16. Guido W. Imbens & Charles F. Manski, 2004. "Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, vol. 72(6), pages 1845-1857, November.
    17. Patrik Guggenberger, 2006. "The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007," UCLA Economics Online Papers 372, UCLA Department of Economics.
    18. Molinari, Francesca, 2005. "Partial Identification of Probability Distributions with Misclassified Data," Working Papers 05-10, Cornell University, Center for Analytic Economics.
    19. Andrew M. Cohen & Beth A. Freeborn & Brian McManus, 2007. "Competition and Crowding-Out among Public, Non-Profit and For-Profit Organizations: Evidence from Outpatient Substance Abuse Treatment," Working Papers 52, Department of Economics, College of William and Mary.

  40. I. Fernandez-Val & J. Angrist & V. Chernozhukov, 2004. "Quantile Regression under Misspecification," Econometric Society 2004 North American Winter Meetings 198, Econometric Society.

    Cited by:

    1. Arulampalam, Wiji & Booth, Alison L. & Bryan, Mark L., 2004. "Are there asymmetries in the effects of training on the conditional male wage distribution," ISER Working Paper Series 2004-01, Institute for Social and Economic Research.
    2. Taisuke Otsu, 2009. "RESET for quantile regression," TEST- An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 381-391, August.
    3. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    4. Kees Bouwman & Richard Jong-A-Pin & Jakob de Haan, 2005. "On the relationship between central bank independence and inflation: some more bad news," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 381-385, November.

  41. Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.

    Cited by:

    1. Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010. "Asymptotically Efficient Estimation of the Conditional Expected Shortfall," EIEF Working Papers Series 1013, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
    2. Furno, Marilena, 2013. "Quantile regression and structural change in the Italian wage equation," Economic Modelling, Elsevier, vol. 30(C), pages 420-434.
    3. Pendakur, Krishna & Woodcock, Simon, 2010. "Glass Ceilings or Glass Doors? Wage Disparity Within and Between Firms," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 181-189.
    4. Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
    5. Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves Without Crossing," Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, 05.
    6. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
    7. Brahim Boudarbat & Thomas Lemieux & W. Craig Riddell, 2010. "The Evolution of the Returns to Human Capital in Canada, 1980-2005," Canadian Public Policy, University of Toronto Press, vol. 36(1), pages 63-89, March.
    8. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    9. Berggren , Olle & Burzynska, Katarzyna, 2014. "The Impact of Social Beliefs on Microfinance Performance," Knut Wicksell Working Paper Series 2014/5, Knut Wicksell Centre for Financial Studies, Lund University.
    10. Green, Francis & Machin, Stephen & Murphy, Richard & Zhu, Yu, 2010. "The Changing Economic Advantage from Private School," IZA Discussion Papers 5018, Institute for the Study of Labor (IZA).
    11. Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
    12. 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.
    13. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print hal-00732534, HAL.
    15. Bargain, Olivier & Melly, Blaise, 2008. "Public Sector Pay Gap in France: New Evidence Using Panel Data," IZA Discussion Papers 3427, Institute for the Study of Labor (IZA).
    16. Patrick Kline & Andres Santos, 2010. "Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure," NBER Working Papers 15716, National Bureau of Economic Research, Inc.
    17. George J. Borjas & Rachel M. Friedberg, 2009. "Recent Trends in the Earnings of New Immigrants to the United States," Working Papers 2009-13, Brown University, Department of Economics.
    18. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
    19. Andreas Behr, Ulrich Pötter, . "Analysing wage differences between the USA and Germany using proportional hazards models," Working Papers 201158, Institute of Spatial and Housing Economics, Munster Universitary.
    20. Ashraf El-Araby Aly & James Ragan, 2010. "Arab immigrants in the United States: how and why do returns to education vary by country of origin?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(2), pages 519-538, March.
    21. Olivier Bargain & Prudence Kwenda, 2013. "The Informal Sector Wage Gap: New Evidence using Quantile Estimations on Panel Data," AMSE Working Papers 1360, Aix-Marseille School of Economics, Marseille, France, revised Jun 2013.
    22. Marilena Furno, 2008. "Quantile regressions analysis of the Italian school system," Working Papers 2008-06, Universita' di Cassino, Dipartimento di Scienze Economiche.
    23. Stefan Bache & Christian Dahl & Johannes Kristensen, 2013. "Headlights on tobacco road to low birthweight outcomes," Empirical Economics, Springer, vol. 44(3), pages 1593-1633, June.
    24. Qu, Zhongjun & Yoon, Jungmo, 2015. "Nonparametric estimation and inference on conditional quantile processes," Journal of Econometrics, Elsevier, vol. 185(1), pages 1-19.
    25. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
    27. 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.
    28. Olivier Bargain & Prudence Kwenda, 2010. "Is informality bad? Evidence from Brazil, Mexico and South Africa," Working Papers 201003, School of Economics, University College Dublin.
    29. Samantha Leorato & Franco Peracchi, 2015. "Shape Regressions," EIEF Working Papers Series 1506, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2015.
    30. Taisuke Otsu, 2009. "RESET for quantile regression," TEST- An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 381-391, August.
    31. Bernd Fitzenberger & Karsten Kohn & Alexander Lembcke, 2008. "Union density and varieties of coverage: the anatomy of union wage effects in Germany," LSE Research Online Documents on Economics 19622, London School of Economics and Political Science, LSE Library.
    32. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
    33. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
    34. Michael C. Burda & Bernd Fitzenberger & Alexander Lembcke & Thorsten Vogel, 2008. "Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany," SFB 649 Discussion Papers SFB649DP2008-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    35. Schlueter, Tobias & Sievers, Soenke & Hartmann-Wendels, Thomas, 2015. "Bank funding stability, pricing strategies and the guidance of depositors," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 43-61.
    36. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
    37. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015. "Some new asymptotic theory for least squares series: Pointwise and uniform results," Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.
    38. Belloni, Alexandre., Chen, Mingli., Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.
    39. David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
    40. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    41. L. Leoncini & F. Rentocchini, 2010. "Counteracting cocaine production. An analysis based on a novel dataset," Working Papers 693, Dipartimento Scienze Economiche, Universita' di Bologna.
    42. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    43. Marco LILLA, 2008. "Income Inequality and Education from ECHP data," Working Papers 311, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    44. Fong, Wai Mun, 2013. "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 41-59.
    45. Samantha Leorato & Franco Peracchi, 2015. "Comparing Distribution and Quantile Regression," EIEF Working Papers Series 1511, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2015.
    46. David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
    47. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
    48. David M. Kaplan & Matt Goldman, 2011. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1503, Department of Economics, University of Missouri, revised 10 Sep 2015.
    49. Lee, Bong Soo & Li, Ming-Yuan Leon, 2012. "Diversification and risk-adjusted performance: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2157-2173.
    50. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," EIEF Working Papers Series 1329, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2013.
    51. Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
    52. Rodney J. Andrews & Jing Li & Michael F. Lovenheim, 2012. "Quantile Treatment Effects of College Quality on Earnings: Evidence from Administrative Data in Texas," NBER Working Papers 18068, National Bureau of Economic Research, Inc.
    53. Adelino, Manuel & Dinc, I. Serdar, 2014. "Corporate distress and lobbying: Evidence from the Stimulus Act," Journal of Financial Economics, Elsevier, vol. 114(2), pages 256-272.
    54. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    55. Kengo Kato, 2012. "Asymptotic normality of Powell’s kernel estimator," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 255-273, April.
    56. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
    57. Boudarbat, Brahim & Lemieux, Thomas & Riddell, W. Craig, 2009. "The Evolution of the Returns to Human Capital in Canada, 1980 - 2006," CLSSRN working papers clsrn_admin-2009-8, Vancouver School of Economics, revised 02 Feb 2009.
    58. George Messinis, 2009. "Earnings and Languages in the Family: Second-Generation Australians," The Economic Record, The Economic Society of Australia, vol. 85(s1), pages S59-S73, 09.
    59. Ion Zgreaban, Irina, 2013. "Education in Romania - How much is it Worth?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 149-163, March.
    60. 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, 06.
    61. Schlüter, Tobias & Sievers, Sönke & Hartmann-Wendels, Thomas, 2012. "How can banks effectively stabilize their retail customers saving behavior? The impact of contractual rewards on saving persistence and cash flow volatility," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62057, Verein für Socialpolitik / German Economic Association.
    62. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for high-dimensional sparse econometric models," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    63. Fuertes, Ana-Maria & Olmo, Jose, 2013. "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, vol. 29(1), pages 28-42.
    64. Olivier Bargain & Prudence Kwenda, 2009. "The Informal Sector Wage Gap: New Evidence Using Quantile Regressions on Panel Data," CEDI Discussion Paper Series 09-06, Centre for Economic Development and Institutions(CEDI), Brunel University.
    65. Kato, Kengo, 2009. "Asymptotics for argmin processes: Convexity arguments," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1816-1829, September.
    66. Yanggyu Byun & Hae-shin Hwang, 2015. "Sectoral shifts or aggregate shocks? A new test of sectoral shifts hypothesis," Empirical Economics, Springer, vol. 49(2), pages 481-502, September.
    67. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
    68. Sofie R. Waltl, 2015. "Variation across price segments and locations: A comprehensive quantile regression analysis of the Sydney housing market," Graz Economics Papers 2015-09, University of Graz, Department of Economics.
    69. Domenico Depalo & Raffaela Giordano, 2011. "The public-private pay gap: a robust quantile approach," Temi di discussione (Economic working papers) 824, Bank of Italy, Economic Research and International Relations Area.
    70. Kosovka Ognjenović, 2011. "Wage Differences between the Private and the Public Sector in Serbia: Some Evidence from Survey Data," wiiw Balkan Observatory Working Papers 91, The Vienna Institute for International Economic Studies, wiiw.
    71. Jurecková, Jana & Picek, Jan & Saleh, A.K.Md. Ehsanes, 2010. "Rank tests and regression rank score tests in measurement error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3108-3120, December.
    72. Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid, 2013. "Assessing model adequacy in possibly misspecified quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 558-569.
    73. Stacy, Brian, 2014. "Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables," EconStor Preprints 104744, ZBW - German National Library of Economics.
    74. Ghosh, Pallab Kumar, 2014. "The contribution of human capital variables to changes in the wage distribution function," Labour Economics, Elsevier, vol. 28(C), pages 58-69.
    75. Sherrilyn Billger & Carlos Lamarche, 2015. "A panel data quantile regression analysis of the immigrant earnings distribution in the United Kingdom and United States," Empirical Economics, Springer, vol. 49(2), pages 705-750, September.
    76. de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1065, University of Warwick, Department of Economics.
    77. Xun Lu & Liangjun Su, 2014. "Jackknife Model Averaging for Quantile Regressions," Working Papers 11-2014, Singapore Management University, School of Economics.
    78. David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2008. "Trends in U.S. Wage Inequality: Revising the Revisionists," The Review of Economics and Statistics, MIT Press, vol. 90(2), pages 300-323, May.
    79. Manuel Landajo & Javier de Andrés & Pedro Lorca, 2008. "Measuring firm performance by using linear and non-parametric quantile regressions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(2), pages 227-250.
    80. Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo, 2014. "Testing linearity against threshold effects: uniform inference in quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 413-439, April.
    81. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, Elsevier.

  42. Victor Chernozhukov & Ivan Fernandez-Val & Amanda E. Kowalski, . "Censored Quantile Instrumental Variable Estimation via Control Functions," Boston University - Department of Economics - Working Papers Series wp2009-012, Boston University - Department of Economics.

    Cited by:

    1. Kwak, Sungil, 2011. "The Impact of Taxes on Charitable Giving: Empirical Evidence from the Korean Labor and Income Panel Study," MPRA Paper 36845, University Library of Munich, Germany.
    2. Ubfal, Diego, 2012. "How General Are Time Preferences? Eliciting Good-Specific Discount Rates," IZA Discussion Papers 6774, Institute for the Study of Labor (IZA).
    3. Pravin K. Trivedi, 2010. "Keynote lecture: Estimation of count-data panel models," Mexican Stata Users' Group Meetings 2010 06, Stata Users Group.

  43. V. Chernozhukov & Ivan Fernandez-Val, . "Quantile and Average Effects in Nonseparable Panel Models," Boston University - Department of Economics - Working Papers Series wp2009-011, Boston University - Department of Economics.

    Cited by:

    1. Harding, Matthew & Lamarche, Carlos, 2012. "Estimating and Testing a Quantile Regression Model with Interactive Effects," IZA Discussion Papers 6802, Institute for the Study of Labor (IZA).
    2. Amaresh Tiwari & Franz Palm, 2011. "Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects," CREPP Working Papers 1113, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
    3. 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.
    4. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Charles F. Manski & John V. Pepper, 2011. "Deterrence and the Death Penalty: Partial Identification Analysis Using Repeated Cross Sections," NBER Working Papers 17455, National Bureau of Economic Research, Inc.
    6. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    7. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

Articles

  1. Yildiz, Muhamet & Acemoglu, Daron & Chernozhukov, Victor, 2016. "Fragility of asymptotic agreement under Bayesian learning," Theoretical Economics, Econometric Society, vol. 11(1), January.
    See citations under working paper version above.
  2. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments," American Economic Review, American Economic Association, vol. 105(5), pages 486-90, May.
    See citations under working paper version above.
  3. Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2015. "Inference on sets in finance," Quantitative Economics, Econometric Society, vol. 6(2), pages 309-358, 07.
    See citations under working paper version above.
  4. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015. "Some new asymptotic theory for least squares series: Pointwise and uniform results," Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.

    Cited by:

    1. Victor Chernozhukov & Whitney Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Matias Cattaneo & Michael Jansson & Whitney Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers CWP36/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Christoph Breunig & Enno Mammen & Anna Simoni, . "Nonparametric Estimation in case of Endogenous Selection," SFB 649 Discussion Papers SFB649DP2015-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    4. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    5. Hidehiko Ichimura & Whitney Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers CWP44/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Christoph Breunig & Stefan Hoderlein, . "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    7. Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
    8. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.

  5. Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015. "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
    See citations under working paper version above.
  6. Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015. "Nonparametric identification in panels using quantiles," Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.
    See citations under working paper version above.
  7. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen, 2015. "Implementing intersection bounds in Stata," Stata Journal, StataCorp LP, vol. 15(1), pages 21-44, March.
    See citations under working paper version above.
  8. A. Belloni & V. Chernozhukov & K. Kato, 2015. "Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems," Biometrika, Biometrika Trust, vol. 102(1), pages 77-94.

    Cited by:

    1. van de Geer, Sara, 2016. "Worst possible sub-directions in high-dimensional models," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 248-260.

  9. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€," Review of Economic Studies, Oxford University Press, vol. 81(2), pages 608-650.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression and other z-estimation problems," CeMMAP working papers CWP74/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
    3. Timothy B. Armstrong & Michal Kolesár, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043, Cowles Foundation for Research in Economics, Yale University.
    4. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Valid post-selection inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP53/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros, . "ARCO: an artificial counterfactual approach for high-dimensional panel time-series data We consider a new method to estimate causal effects when a treated unit suffers a shock or an intervention, such," Textos para discussão 653, Department of Economics PUC-Rio (Brazil).
    6. Belloni, Alexandre., Chen, Mingli., Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.
    7. van de Geer, Sara, 2016. "Worst possible sub-directions in high-dimensional models," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 248-260.

  10. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, 03.
    See citations under working paper version above.
  11. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "High-Dimensional Methods and Inference on Structural and Treatment Effects," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 29-50, Spring.
    See citations under working paper version above.
  12. Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey, 2013. "Average and Quantile Effects in Nonseparable Panel Models," Econometrica, Econometric Society, vol. 81(2), pages 535-580, 03.

    Cited by:

    1. Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper 2013-062, Tilburg University, Center for Economic Research.
    2. Andrew Adrian Yu Pua, 2015. "On IV estimation of a dynamic linear probability model with fixed effects," UvA-Econometrics Working Papers 15-01, Universiteit van Amsterdam, Dept. of Econometrics.
    3. Słoczyński, Tymon, 2012. "New Evidence on Linear Regression and Treatment Effect Heterogeneity," MPRA Paper 39524, University Library of Munich, Germany.
    4. Pauline Givord & Lionel Wilner, 2015. "When Does the Stepping‐Stone Work? Fixed‐Term Contracts Versus Temporary Agency Work in Changing Economic Conditions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 787-805, 08.
    5. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers CWP12/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    8. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear Panel Data Estimation Via Quantile Regressions," Working Papers wp2015_1505, CEMFI.
    9. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP54/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Ariel Pakes & Jack Porter, 2016. "Moment Inequalities for Multinomial Choice with Fixed Effects," NBER Working Papers 21893, National Bureau of Economic Research, Inc.
    11. Harding, Matthew & Lamarche, Carlos, 2012. "Estimating and Testing a Quantile Regression Model with Interactive Effects," IZA Discussion Papers 6802, Institute for the Study of Labor (IZA).
    12. Xavier d'Haultfoeuille & Roland Rathelot, 2011. "Measuring Segregation on Small Units : A Partial Identification Analysis," Working Papers 2011-18, Centre de Recherche en Economie et Statistique.
    13. Kate Ho & Adam Rosen, 2015. "Partial identification in applied research: benefits and challenges," CeMMAP working papers CWP64/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Sherrilyn Billger & Carlos Lamarche, 2015. "A panel data quantile regression analysis of the immigrant earnings distribution in the United Kingdom and United States," Empirical Economics, Springer, vol. 49(2), pages 705-750, September.
    15. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    16. Ghanem, Dalia & Zhang, Junjie, 2014. "‘Effortless Perfection:’ Do Chinese cities manipulate air pollution data?," Journal of Environmental Economics and Management, Elsevier, vol. 68(2), pages 203-225.
    17. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    18. Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014. "Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach," Center for Policy Research Working Papers 169, Center for Policy Research, Maxwell School, Syracuse University.

  13. Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013. "Inference on Counterfactual Distributions," Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
    See citations under working paper version above.
  14. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, 03.
    See citations under working paper version above.
  15. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, 05.
    See citations under working paper version above.
  16. A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012. "Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain," Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.
    See citations under working paper version above.
  17. Victor Chernozhukov & Iván Fernández-Val, 2011. "Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks," Review of Economic Studies, Oxford University Press, vol. 78(2), pages 559-589.
    See citations under working paper version above.
  18. A. Belloni & V. Chernozhukov & L. Wang, 2011. "Square-root lasso: pivotal recovery of sparse signals via conic programming," Biometrika, Biometrika Trust, vol. 98(4), pages 791-806.

    Cited by:

    1. Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan, 2015. "Factorisable Sparse Tail Event Curves," SFB 649 Discussion Papers SFB649DP2015-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for high-dimensional sparse econometric models," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Chiara Rosazza Bondibene & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015. "Demand Estimation with Machine Learning and Model Combination," NBER Working Papers 20955, National Bureau of Economic Research, Inc.
    5. Eric Gautier & Alexandre Tsybakov, 2013. "Pivotal estimation in high-dimensional regression via linear programming," Working Papers hal-00805556, HAL.
    6. Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," CeMMAP working papers CWP56/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP70/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Estimation of treatment effects with high-dimensional controls," CeMMAP working papers CWP42/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
    10. Olga Klopp, 2012. "Noisy Low-rank Matrix Completion with General Sampling Distribution," Working Papers 2012-06, Centre de Recherche en Economie et Statistique.
    11. Gaglianone, Wagner Piazza & Issler, João Victor, 2015. "Microfounded forecasting," Economics Working Papers (Ensaios Economicos da EPGE) 766, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    12. Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 128, March.
    13. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
    14. Anders Bredahl Kock, 2013. "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers 2013-20, Department of Economics and Business Economics, Aarhus University.
    15. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than n," CeMMAP working papers CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Wang, Lie, 2013. "The L1 penalized LAD estimator for high dimensional linear regression," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 135-151.
    17. van de Geer, Sara, 2016. "Worst possible sub-directions in high-dimensional models," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 248-260.
    18. Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013. "Pivotal estimation via square-root lasso in nonparametric regression," CeMMAP working papers CWP62/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, Department of Economics and Business Economics, Aarhus University.
    20. Zhu, Ying, 2013. "Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors," MPRA Paper 49846, University Library of Munich, Germany.

  19. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.

    Cited by:

    1. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  20. Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves Without Crossing," Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, 05.
    See citations under working paper version above.
  21. Victor Chernozhukov & Pierre-André Chiappori & Marc Henry, 2010. "Introduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 271-273, February.

    Cited by:

    1. Mirucki, Jean, 1980. "Vérification des conditions d'efficacité dans la production chez Bell Canada
      [Checking the conditions of efficient production in Bell Canada]
      ," MPRA Paper 30147, University Library of Munich, Germany, revised Jun 1980.

  22. Victor Chernozhukov & Iván Fernández-Val & Alfred Galichon, 2010. "Rearranging Edgeworth–Cornish–Fisher expansions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 419-435, February.
    See citations under working paper version above.
  23. 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.

    Cited by:

    1. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
    2. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    3. David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
    4. David M. Kaplan & Matt Goldman, 2011. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1503, Department of Economics, University of Missouri, revised 10 Sep 2015.
    5. 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.
    6. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Centre de Recherche en Economie et Statistique.
    7. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Department of Economics, Norwegian School of Economics.
    8. Gossner, Olivier & Schlag, Karl H., 2013. "Finite-sample exact tests for linear regressions with bounded dependent variables," Journal of Econometrics, Elsevier, vol. 177(1), pages 75-84.
    9. Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
    10. Oliver Gossner & Karl Schlag, 2012. "Finite Sample Exact tests for Linear," Vienna Economics Papers 1201, University of Vienna, Department of Economics.
    11. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
    12. Zhongjun Qu & Jungmo Yoon, 2015. "Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs," Boston University - Department of Economics - Working Papers Series wp2015-009, Boston University - Department of Economics.
    13. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, 05.
    14. David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
    15. Luger, Richard, 2012. "Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3198-3211.
    16. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
    17. Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.

  24. V. Chernozhukov & I. Fernández-Val & A. Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," Biometrika, Biometrika Trust, vol. 96(3), pages 559-575.
    See citations under working paper version above.
  25. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Admissible Invariant Similar Tests For Instrumental Variables Regression," Econometric Theory, Cambridge University Press, vol. 25(03), pages 806-818, June.

    Cited by:

    1. Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
    2. Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978, Cowles Foundation for Research in Economics, Yale University.

  26. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.

    Cited by:

    1. 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.
    2. Alessia Matano & Paolo Naticchioni, 2011. "Rent Sharing as a Driver of the Glass Ceiling Effect," Working Papers - Dipartimento di Economia 12-DEISFOL, Dipartimento di Economia, Sapienza University of Rome, revised 2011.
    3. Klomp, Jeroen & Haan, Jakob de, 2012. "Banking risk and regulation: Does one size fit all?," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3197-3212.
    4. Sieger, Philip, 2013. "Job Losses and Criminal Gains: Analyzing the Effect of Unemployment on Criminal Activity," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79929, Verein für Socialpolitik / German Economic Association.
    5. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression and other z-estimation problems," CeMMAP working papers CWP74/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for high-dimensional sparse econometric models," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Centre de Recherche en Economie et Statistique.
    8. Kaushal, Kaushalendra Kumar, 2014. "Pathway from nutrition intake to wage among elementary workers in India," MPRA Paper 56652, University Library of Munich, Germany.
    9. Thomas Bassetti & Filippo Pavesi, 2015. "Electoral Contributions and the Cost of Unpopularity," Working Papers 05/2015, University of Verona, Department of Economics.
    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. Klomp, Jeroen, 2013. "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 641-653.
    12. Nayoung Lee & Hyungsik Roger Moon & Martin Weidner, 2011. "Analysis of interactive fixed effects dynamic linear panel regression with measurement error," CeMMAP working papers CWP37/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. 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, 06.
    14. Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.
    15. Minjung Kim, 2015. "Productivity spillovers from FDI and the role of domestic firm’s absorptive capacity in South Korean manufacturing industries," Empirical Economics, Springer, vol. 48(2), pages 807-827, March.
    16. Changhui Kang & Myoung-jae Lee, 2009. "Performance of Various Estimators for Censored Response Models with Endogenous Regressors," Discussion Paper Series 0905, Institute of Economic Research, Korea University.
    17. Andini, Corrado & Andini, Monica, 2015. "A Note on Unemployment Persistence and Quantile Parameter Heterogeneity," IZA Discussion Papers 8819, Institute for the Study of Labor (IZA).
    18. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    19. Lee, Dong Jin & Yoon, Jai Hyung, 2016. "The New Keynesian Phillips Curve in multiple quantiles and the asymmetry of monetary policy," Economic Modelling, Elsevier, vol. 55(C), pages 102-114.
    20. Sweeney, Stuart & Davenport, Frank & Grace, Kathryn, 2013. "Combining insights from quantile and ordinal regression: Child malnutrition in Guatemala," Economics & Human Biology, Elsevier, vol. 11(2), pages 164-177.
    21. David Powell & Joachim Wagner, 2014. "The exporter productivity premium along the productivity distribution: evidence from quantile regression with nonadditive firm fixed effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(4), pages 763-785, November.
    22. Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015. "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
    23. Tommaso Gabrieli & Antonio F. Galvao, Jr. & Antonio F. Galvao, Jr., 2010. "Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis," Real Estate & Planning Working Papers rep-wp2010-11, Henley Business School, Reading University.
    24. 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.
    25. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
    26. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
    27. Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016. "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
    28. Millimet, Daniel L. & McDonough, Ian K., 2013. "Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development," IZA Discussion Papers 7359, Institute for the Study of Labor (IZA).
    29. 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.
    30. ZHAO, Guochang, 2015. "Can money ‘buy’ schooling achievement? Evidence from 19 Chinese cities," China Economic Review, Elsevier, vol. 35(C), pages 83-104.
    31. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP70/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    32. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
    33. Dambala Gelo & Steven F. Koch & Edwin Muchapondwah, 2013. "Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management," Working Papers 201388, University of Pretoria, Department of Economics.
    34. Jeroen Klomp & Jakob de Haan, 2011. "Banking risk and regulation: Does one size fit all?," DNB Working Papers 323, Netherlands Central Bank, Research Department.
    35. Otávio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
    36. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
    37. Jorge Andrés Vélez Ospina, 2009. "Determinantes De La Inversión En Innovación En El Sector De Bogotá: Estimaciones Econométricas A Nivel De La Firma," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 27(60), pages 110-167, Diciembre.
    38. Galina Besstremyannaya, 2014. "The efficiency of labor matching and remuneration reforms: a panel data quantile regression approach with endogenous treatment variables," Working Papers w0206, Center for Economic and Financial Research (CEFIR).
    39. Tae-Hwan Kim, & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers 1221, Aix-Marseille School of Economics, Marseille, France.
    40. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
    41. Fabio Pieri, 2016. "Vertical organization of production and firm growth," DEM Working Papers 2016/01, Department of Economics and Management.
    42. Umkehrer, Matthias, 2015. "The impact of changing youth employment patterns on future wages," IAB Discussion Paper 201531, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    43. Fujiki, Hiroshi & Tanaka, Migiwa, 2014. "Currency demand, new technology, and the adoption of electronic money: Micro evidence from Japan," Economics Letters, Elsevier, vol. 125(1), pages 5-8.
    44. Ding, Weili & Lehrer, Steven F., 2014. "Understanding the role of time-varying unobserved ability heterogeneity in education production," Economics of Education Review, Elsevier, vol. 40(C), pages 55-75.
    45. Giorgio Brunello & Daniele Fabbri & Margherita Fort, 2010. "Years of Schooling, Human Capital and the Body Mass Index of European Females," CHILD Working Papers wp02_10, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    46. Harding, Matthew & Lamarche, Carlos, 2014. "Estimating and testing a quantile regression model with interactive effects," Journal of Econometrics, Elsevier, vol. 178(P1), pages 101-113.
    47. Harding, Matthew & Lamarche, Carlos, 2009. "A quantile regression approach for estimating panel data models using instrumental variables," Economics Letters, Elsevier, vol. 104(3), pages 133-135, September.
    48. Ghosh, Pallab Kumar, 2014. "The contribution of human capital variables to changes in the wage distribution function," Labour Economics, Elsevier, vol. 28(C), pages 58-69.
    49. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo Group Munich.
    50. Umkehrer, Matthias, 2013. "Youth Employment Instability, True State Dependence and Adult Wage Inequality," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80014, Verein für Socialpolitik / German Economic Association.
    51. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers CWP24/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    52. Haoming Liu, 2014. "The quality–quantity trade-off: evidence from the relaxation of China’s one-child policy," Journal of Population Economics, Springer;European Society for Population Economics, vol. 27(2), pages 565-602, April.
    53. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
    54. Finkelstein, Eric A. & Zhen, Chen & Bilger, Marcel & Nonnemaker, James & Farooqui, Assad M. & Todd, Jessica E., 2013. "Implications of a sugar-sweetened beverage (SSB) tax when substitutions to non-beverage items are considered," Journal of Health Economics, Elsevier, vol. 32(1), pages 219-239.
    55. David Powell & Joachim Wagner, 2011. "The Exporter Productivity Premium along the Productivity Distribution: Evidence from Unconditional Quantile Regression with Firm Fixed Effects," Working Papers 837, RAND Corporation.
    56. Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," AMSE Working Papers 1342, Aix-Marseille School of Economics, Marseille, France, revised Aug 2013.
    57. Siklos, Pierre L., 2013. "Sources of disagreement in inflation forecasts: An international empirical investigation," Journal of International Economics, Elsevier, vol. 90(1), pages 218-231.
    58. Tae-Hwan Kim & Christophe Muller, 2012. "A test for endogeneity in conditional quantile models," Working papers 2012rwp-49, Yonsei University, Yonsei Economics Research Institute.
    59. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
    60. David Powell & Dana Goldman, 2016. "Disentangling Moral Hazard and Adverse Selection in Private Health Insurance," NBER Working Papers 21858, National Bureau of Economic Research, Inc.
    61. Alessie, Rob & Angelini, Viola & van Santen, Peter, 2013. "Pension Wealth and Household Savings in Europe: Evidence from SHARELIFE," Working Paper Series 265, Sveriges Riksbank (Central Bank of Sweden).
    62. Galina Besstremyannaya, 2015. "The adverse effects of incentives regulation in health care: a comparative analysis with the U.S. and Japanese hospital data," Working Papers w0218, Center for Economic and Financial Research (CEFIR).
    63. Marmer, Vadim & Sakata, Shinichi, 2011. "Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction," Microeconomics.ca working papers vadim_marmer-2011-26, Vancouver School of Economics, revised 28 Sep 2011.
    64. Alessia Matano & Paolo Naticchioni, 2009. "Wage distribution and the spatial sorting of workers and firms," Working Papers - Dipartimento di Economia 8-DEISFOL, Dipartimento di Economia, Sapienza University of Rome, revised 2009.
    65. Barceló, Cristina & Villanueva, Ernesto, 2016. "The response of household wealth to the risk of job loss: Evidence from differences in severance payments," Labour Economics, Elsevier, vol. 39(C), pages 35-54.
    66. Galina Besstremyannaya, 2015. "Heterogeneous effect of residency matching and prospective payment on labor returns and hospital scale economies," Discussion Papers 15-001, Stanford Institute for Economic Policy Research.
    67. Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
    68. Iván Arribas & Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2015. "Is full banking integration desirable?," Working Papers 2015/05, Economics Department, Universitat Jaume I, Castellón (Spain).
    69. Entorf, Horst & Sieger, Philip, 2014. "Does the Link between Unemployment and Crime Depend on the Crime Level? A Quantile Regression Approach," IZA Discussion Papers 8334, Institute for the Study of Labor (IZA).
    70. Andini, Monica & Andini, Corrado, 2014. "Finance, growth and quantile parameter heterogeneity," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 308-322.
    71. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
    72. Tae-Hwan Kim & Christophe Muller, 2015. "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," AMSE Working Papers 1522, Aix-Marseille School of Economics, Marseille, France, revised May 2015.
    73. Smith, Travis A., 2013. ""Billions and Billions Served" Heterogeneous Effects of Food Source on Child Dietary Quality," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151212, Agricultural and Applied Economics Association.
    74. Genya Kobayashi & Hideo Kozumi, 2012. "Bayesian analysis of quantile regression for censored dynamic panel data," Computational Statistics, Springer, vol. 27(2), pages 359-380, June.
    75. Raghuram G. Rajan & Rodney Ramcharan, 2009. "Land and Credit: A Study of the Political Economy of Banking in the United States in the Early 20th Century," NBER Working Papers 15083, National Bureau of Economic Research, Inc.
    76. Aomar IBOURK, 2013. "Determinants of Educational Achievement in Morocco : A Micro-Econometric Analysis Applied to the PIRLS Study," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 13(2), pages 179-190.
    77. Simone Balestra & Uschi Backes-Gellner, 2013. "Heterogeneous Returns to Education Over Wage Distribution: Who Profits the Most?," Economics of Education Working Paper Series 0091, University of Zurich, Institute for Strategy and Business Economics (ISU), revised Dec 2013.
    78. Maria Marino & Alessio Farcomeni, 2015. "Linear quantile regression models for longitudinal experiments: an overview," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 229-247, August.
    79. Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015. "On the equivalence of instrumental variables estimators for linear models," Economics Letters, Elsevier, vol. 134(C), pages 13-15.
    80. Lee, Jen-Sin & Huang, Gow-Liang & Kuo, Chin-Tai & Lee, Liang-Chien, 2012. "The momentum effect on Chinese real estate stocks: Evidence from firm performance levels," Economic Modelling, Elsevier, vol. 29(6), pages 2392-2406.
    81. Arbex, Marcelo & Galvao, Antonio F. & Gomes, Fábio Augusto Reis, 2010. "Heterogeneity in the Returns to Education and Informal Activities," Insper Working Papers wpe_216, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    82. Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
    83. José Manuel Pastor & José Manuel Pavía & Lorenzo Serrano & Emili Tortosa-Ausina, 2016. "Rich regions, poor regions and bank branch deregulation in Spain," Working Papers 2016/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    84. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
    85. Lamarche, Carlos, 2011. "Measuring the incentives to learn in Colombia using new quantile regression approaches," Journal of Development Economics, Elsevier, vol. 96(2), pages 278-288, November.
    86. Ardizzi, Guerino, 2013. "Card versus cash: empirical evidence of the impact of payment card interchange fees on end users’ choice of payment methods," MPRA Paper 48088, University Library of Munich, Germany, revised 25 May 2013.
    87. Eren, Ozkan & Ozbeklik, Serkan, 2013. "The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction," Labour Economics, Elsevier, vol. 24(C), pages 293-304.
    88. Amanda E. Kowalski, 2009. "Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care," NBER Working Papers 15085, National Bureau of Economic Research, Inc.
    89. David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers 816, RAND Corporation.
    90. Galina Besstremyannaya, 2014. "The adverse effects of value-based purchasing in health care: dynamic quantile regression with endogeneity," Discussion Papers 14-006, Stanford Institute for Economic Policy Research.
    91. Dong Jin Lee & Jai Hyung Yoon, 2012. "The New Keynesian Phillips Curves in Multiple Quantiles and the Asymmetry of Monetary Policy," Working papers 2012-03, University of Connecticut, Department of Economics.

  27. Chernozhukov, Victor & Hansen, Christian, 2008. "The reduced form: A simple approach to inference with weak instruments," Economics Letters, Elsevier, vol. 100(1), pages 68-71, July.

    Cited by:

    1. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.
    2. Spring, Eva & Grossmann, Volker, 2013. "Does Bilateral Trust Affect International Movement of Goods and Labor?," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79956, Verein für Socialpolitik / German Economic Association.
    3. 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.
    4. Tito Boeri & Marta De Philippis & Eleonora Patacchini & Michele Pellizzari, 2011. "Immigration, Housing Discrimination and Employment," Working Papers 390, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    5. Emran, Shahe & Shilpi, Forhad, 2014. "Agricultural productivity, hired labor, wages and poverty : evidence from Bangladesh," Policy Research Working Paper Series 7056, The World Bank.
    6. Langpap, Christian & Shimshack, Jay P., 2010. "Private citizen suits and public enforcement: Substitutes or complements?," Journal of Environmental Economics and Management, Elsevier, vol. 59(3), pages 235-249, May.
    7. Konstantinos Angelopoulos & George Economides, . "Fiscal Policy, Rent Seeking and Growth under Electoral Uncertainty Theory and Evidence from the OECD," Working Papers 2007_28, Business School - Economics, University of Glasgow, revised Apr 2008.
    8. Keith Finlay & David Neumark, 2008. "Is Marriage Always Good for Children? Evidence from Families Affected by Incarceration," NBER Working Papers 13928, National Bureau of Economic Research, Inc.
    9. Caroli, Eve & Godard, Mathilde, 2014. "Does Job Insecurity Deteriorate Health? A Causal Approach for Europe," IZA Discussion Papers 8299, Institute for the Study of Labor (IZA).
    10. Andersson, Christian & Johansson, Per & Waldenström, Nina, 2011. "Do you want your child to have a certified teacher?," Economics of Education Review, Elsevier, vol. 30(1), pages 65-78, February.
    11. Engelhardt, Gary V. & Eriksen, Michael D. & Gale, William G. & Mills, Gregory B., 2010. "What are the social benefits of homeownership? Experimental evidence for low-income households," Journal of Urban Economics, Elsevier, vol. 67(3), pages 249-258, May.
    12. Bauernschuster, Stefan & Falck, Oliver & Woessmann, Ludger, 2011. "Surfing Alone? The Internet and Social Capital: Evidence from an Unforeseeable Technological Mistake," IZA Discussion Papers 5747, Institute for the Study of Labor (IZA).
    13. Andreea Balan-Cohen, 2008. "Healthy, Wealthy, and Wise? The Impact of the Old Age Assistance Program on Elderly Mortality in the United States," Discussion Papers Series, Department of Economics, Tufts University 0719, Department of Economics, Tufts University.
    14. Eva Spring & Volker Grossmann, 2016. "Does bilateral trust across countries really affect international trade and factor mobility?," Empirical Economics, Springer, vol. 50(1), pages 103-136, February.
    15. Kanika, Mahajan & Ramaswami, Bharat, 2015. "Caste, Female Labor Supply and the Gender Wage Gap in India: Boserup Revisited," 2015 Conference, August 9-14, 2015, Milan, Italy 212218, International Association of Agricultural Economists.
    16. Ellis, Jimmy R. & Gershenson, Seth, 2016. "LATE for the Meeting: Gender, Peer Advising, and College Success," IZA Discussion Papers 9956, Institute for the Study of Labor (IZA).
    17. Massimiliano Bratti & Giulia Felice, 2011. "Are Exporters More Likely to Introduce Product Innovations?," Development Working Papers 306, Centro Studi Luca d'Agliano, University of Milano, revised 09 May 2011.
    18. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 106, University of California, Davis, Department of Economics.
    19. 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.
    20. Keith Finlay & Leandro M. Magnusson, 2014. "Bootstrap Methods for Inference with Cluster-Sample IV Models," Economics Discussion / Working Papers 14-12, The University of Western Australia, Department of Economics.
    21. Du, Julan & Lu, Yi & Tao, Zhigang, 2012. "Contracting institutions and vertical integration: Evidence from China’s manufacturing firms," Journal of Comparative Economics, Elsevier, vol. 40(1), pages 89-107.
    22. Ding, Weili & Lehrer, Steven F. & Rosenquist, J.Niels & Audrain-McGovern, Janet, 2009. "The impact of poor health on academic performance: New evidence using genetic markers," Journal of Health Economics, Elsevier, vol. 28(3), pages 578-597, May.
    23. Bellemare, Marc F., 2011. "Rising food prices, food price volatility, and political unrest," MPRA Paper 31888, University Library of Munich, Germany.
    24. Amalia R. Miller & Carmit Segal, 2014. "Do female officers improve law enforcement quality? Effects on crime reporting and domestic violence escalation," UBSCENTER - Working Papers 009, UBS International Center of Economics in Society - Department of Economics - University of Zurich.

  28. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2007. "Inference approaches for instrumental variable quantile regression," Economics Letters, Elsevier, vol. 95(2), pages 272-277, May.

    Cited by:

    1. 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, 06.
    2. 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.
    3. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2007. "Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability," Working papers 2007-45, University of Connecticut, Department of Economics, revised Jun 2009.
    4. Budria, Santiago, 2010. "Are educational mismatches responsible for the ‘inequality increasing effect’ of education?," MPRA Paper 23420, University Library of Munich, Germany.
    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. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    7. Andini, Corrado & Andini, Monica, 2015. "A Note on Unemployment Persistence and Quantile Parameter Heterogeneity," IZA Discussion Papers 8819, Institute for the Study of Labor (IZA).
    8. 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.
    9. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo Group Munich.
    10. 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.
    11. 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).

  29. Victor Chernozhukov & Han Hong & Elie Tamer, 2007. "Estimation and Confidence Regions for Parameter Sets in Econometric Models," Econometrica, Econometric Society, vol. 75(5), pages 1243-1284, 09.

    Cited by:

    1. Romuald Méango, 2014. "International Student Migration: A Partial Identification Analysis," CESifo Working Paper Series 4677, CESifo Group Munich.
    2. Aviv Nevo* & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Hirano, Keisuke & Porter, Jack, 2009. "Impossibility Results for Nondifferentiable Functionals," MPRA Paper 15990, University Library of Munich, Germany.
    5. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
    6. Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute for the Study of Labor (IZA).
    7. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
    8. Deng, Ping & Hu, Yingyao, 2009. "Bounding the effect of a dichotomous regressor with arbitrary measurement errors," Economics Letters, Elsevier, vol. 105(3), pages 256-260, December.
    9. Menzel, Konrad, 2014. "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, vol. 182(2), pages 329-350.
    10. Stoye, Jörg & Kitamura, Yuichi, 2013. "Nonparametric Analysis of Random Utility Models: Testing," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79753, Verein für Socialpolitik / German Economic Association.
    11. Rosen, Adam M., 2008. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," Journal of Econometrics, Elsevier, vol. 146(1), pages 107-117, September.
    12. Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
    13. Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP46/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Hyungsik Roger Moon & Frank Schorfheide, 2012. "Bayesian and Frequentist Inference in Partially Identified Models," Econometrica, Econometric Society, vol. 80(2), pages 755-782, 03.
    15. Donald W. K. Andrews & Xiaoxia Shi, 2013. "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, vol. 81(2), pages 609-666, 03.
    16. Victor Chernozhukov & Whitney Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Ciliberto, Federico & Zhang, Zhou, 2014. "Multiple Equilibria and Deterrence in Airline Markets," MPRA Paper 53232, University Library of Munich, Germany.
    18. Jun, Sung Jae & Pinkse, Joris, 2009. "Semiparametric tests of conditional moment restrictions under weak or partial identification," Journal of Econometrics, Elsevier, vol. 152(1), pages 3-18, September.
    19. Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," LSE Research Online Documents on Economics 25092, London School of Economics and Political Science, LSE Library.
    20. Andrew Chesher & Konrad Smolinski, 2010. "Sharp identified sets for discrete variable IV models," CeMMAP working papers CWP11/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, 03.
    22. Ian Crawford & Bram De Rock, 2014. "Empirical Revealed Preference," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 503-524, 08.
    23. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers CWP65/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph, 2016. "Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable," CEPR Discussion Papers 11048, C.E.P.R. Discussion Papers.
    25. Marc Henry & Ismael Mourifié, 2013. "Set inference in latent variables models," Econometrics Journal, Royal Economic Society, vol. 16(1), pages S93-S105, 02.
    26. Tsunao Okumura & Emiko Usui, 2014. "Concave‐monotone treatment response and monotone treatment selection: With an application to the returns to schooling," Quantitative Economics, Econometric Society, vol. 5, pages 175-194, 03.
    27. Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
    28. Guggenberger, Patrik & Hahn, Jinyong & Kim, Kyooil, 2008. "Specification testing under moment inequalities," Economics Letters, Elsevier, vol. 99(2), pages 375-378, May.
    29. Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
    30. Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2011. "Identification of Insurance Models with Multidimensional Screening," ANU Working Papers in Economics and Econometrics 2011-538, Australian National University, College of Business and Economics, School of Economics.
    31. Galichon, Alfred & Henry, Marc, 2009. "A test of non-identifying restrictions and confidence regions for partially identified parameters," Journal of Econometrics, Elsevier, vol. 152(2), pages 186-196, October.
    32. Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward, 2012. "Treatment effect bounds: An application to Swan–Ganz catheterization," Journal of Econometrics, Elsevier, vol. 168(2), pages 223-243.
    33. Hyungsik Roger Moon & Frank Schorfheide & Eleonara Granziera & Mihye Lee, 2011. "Inference for VARs identified with sign restrictions," Working Papers 11-20, Federal Reserve Bank of Philadelphia.
    34. Imbens, Guido W., 2014. "Instrumental Variables: An Econometrician's Perspective," IZA Discussion Papers 8048, Institute for the Study of Labor (IZA).
    35. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    36. Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2013. "Testing for optimal monetary policy via moment inequalities," Discussion Papers 13/07, Department of Economics, University of York.
    37. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2013.
    38. Federico Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP01/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    39. Federico Ciliberto & Elie Tamer, 2009. "Market Structure and Multiple Equilibria in Airline Markets," Econometrica, Econometric Society, vol. 77(6), pages 1791-1828, November.
    40. Andrew Chesher & Adam M. Rosen & Konrad Smolinski, 2013. "An instrumental variable model of multiple discrete choice," Quantitative Economics, Econometric Society, vol. 4(2), pages 157-196, 07.
    41. Yasutora Watanabe & Kei Kawai, 2009. "Inferring Strategic Voting," 2009 Meeting Papers 803, Society for Economic Dynamics.
    42. Morales, Eduardo & Sheu, Gloria & Zahler, Andrés, 2011. "Gravity and extended gravity: estimating a structural model of export entry," MPRA Paper 30311, University Library of Munich, Germany.
    43. Charles F. Manski & John V. Pepper, 2015. "How Do Right-To-Carry Laws Affect Crime Rates? Coping With Ambiguity Using Bounded-Variation Assumptions," NBER Working Papers 21701, National Bureau of Economic Research, Inc.
    44. Marc Henry & Romuald Méango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.
    45. Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
    46. Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity for LATE identification based on inequality moment constraints," Economics Working Paper Series 1143, University of St. Gallen, School of Economics and Political Science.
    47. Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927, Cowles Foundation for Research in Economics, Yale University.
    48. Canay, Ivan A., 2010. "EL inference for partially identified models: Large deviations optimality and bootstrap validity," Journal of Econometrics, Elsevier, vol. 156(2), pages 408-425, June.
    49. Huang, Ching-I, 2008. "Intra-Household Effects on Demand for Telephone Service: Empirical Evidence," MPRA Paper 6813, University Library of Munich, Germany.
    50. Mariagiovanna Baccara & Ayse Imrohoroglu & Alistair J. Wilson & Leeat Yariv, 2012. "A Field Study on Matching with Network Externalities," American Economic Review, American Economic Association, vol. 102(5), pages 1773-1804, August.
    51. Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
    52. Stefan Boes, 2009. "Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints," SOI - Working Papers 0920, Socioeconomic Institute - University of Zurich.
    53. Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
    54. Griffith, Rachel & Nesheim, Lars, 2008. "Household Willingness to Pay for Organic Products," CEPR Discussion Papers 6905, C.E.P.R. Discussion Papers.
    55. Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.
    56. Charles Grant & Mario Padula, 2012. "Using Bounds to Investigate Household Debt Repayment Behaviour," CEDI Discussion Paper Series 12-06, Centre for Economic Development and Institutions(CEDI), Brunel University.
    57. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2010. "Partial identification using random set theory," CeMMAP working papers CWP40/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    58. Xiaohong Chen & Timothy Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University.
    59. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers CWP38/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    60. Kyungchul Song, 2009. "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    61. Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
    62. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009. "Hypothesis testing in econometrics," IEW - Working Papers 444, Institute for Empirical Research in Economics - University of Zurich.
    63. Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
    64. Steven Berry & Alon Eizenberg & Joel Waldfogel, 2015. "Optimal Product Variety in Radio Markets," Cowles Foundation Discussion Papers 2023, Cowles Foundation for Research in Economics, Yale University.
    65. Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
    66. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
    67. Christopher J. Bennett, 2009. "Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions," Vanderbilt University Department of Economics Working Papers 0908, Vanderbilt University Department of Economics.
    68. Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers 1714, Cowles Foundation for Research in Economics, Yale University.
    69. Debopam Bhattacharya, 2012. "Evaluating Treatment Protocols using Data Combination," Economics Series Working Papers 609, University of Oxford, Department of Economics.
    70. Song, Kyungchul, 2014. "Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 136-158.
    71. Pavel Kireyev, 2016. "Markets for Ideas: Prize Structure, Entry Limits, and the Design of Ideation Contests," Harvard Business School Working Papers 16-129, Harvard Business School.
    72. Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2016. "Informational content of special regressors in heteroskedastic binary response models," Journal of Econometrics, Elsevier, vol. 193(1), pages 162-182.
    73. Federico Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP22/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    74. Patrick Bajari & Jeremy T. Fox & Stephen Ryan, 2006. "Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation," NBER Working Papers 12425, National Bureau of Economic Research, Inc.
    75. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
    76. Andrew Chesher & Adam Rosen, 2014. "Generalized instrumental variable models," CeMMAP working papers CWP04/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    77. Komarova, Tatiana, 2013. "Binary choice models with discrete regressors: Identification and misspecification," Journal of Econometrics, Elsevier, vol. 177(1), pages 14-33.
    78. Ho, Katherine & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
    79. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
    80. Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2009. "The Revealed Preference Approach to Collective Consumption Behavior : Nonparametric Testing and Sharing Rule Recovery (Revised version of CentER DP 2007-73)," Discussion Paper 2009-68, Tilburg University, Center for Economic Research.
    81. Shiko Maruyama, 2010. "Estimation of Finite Sequential Games," Discussion Papers 2010-22, School of Economics, The University of New South Wales.
    82. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    83. Timothy B. Armstrong, 2014. "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers 1975, Cowles Foundation for Research in Economics, Yale University.
    84. Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, vol. 157(2), pages 248-256, August.
    85. Kyungchul Song, 2009. "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive 09-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    86. Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
    87. Qian, Hang, 2011. "Bayesian inference with monotone instrumental variables," MPRA Paper 32672, University Library of Munich, Germany.
    88. Mammen, Enno & Polonik, Wolfgang, 2013. "Confidence regions for level sets," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 202-214.
    89. Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers CWP36/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    90. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-37, December.
    91. Federico Zincenko, 2016. "Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders," Working Paper 5855, Department of Economics, University of Pittsburgh.
    92. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    93. Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2012. "Nonparametric estimation and inference about the overlap of two distributions," Journal of Econometrics, Elsevier, vol. 171(1), pages 1-23.
    94. Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.
    95. NAKAJIMA Kentaro, 2012. "Transactions as a Source of Agglomeration Economies: Buyer-seller matching in the Japanese manufacturing industry," Discussion papers 12021, Research Institute of Economy, Trade and Industry (RIETI).
    96. Ciliberto, Federico & Miller, Amalia & Skyt Nielsen, Helena & Simonsen, Marianne, 2013. "Playing the Fertility Game at Work: An Equilibrium Model of Peer Effects," MPRA Paper 45914, University Library of Munich, Germany.
    97. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2016. "On the properties of the constrained Hansen–Jagannathan distance," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 121-150.
    98. Wan, Yuanyuan & Xu, Haiqing, 2014. "Semiparametric identification of binary decision games of incomplete information with correlated private signals," Journal of Econometrics, Elsevier, vol. 182(2), pages 235-246.
    99. Takechi, Kazutaka & Higashida, Keisaku, 2012. "Firm organizational heterogeneity and market structure: Evidence from the Japanese pesticide market," International Journal of Industrial Organization, Elsevier, vol. 30(2), pages 193-203.
    100. Victor Chernozhukov & Roberto Rigobon & Thomas Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    101. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
    102. Taisuke Otsu & Myung Hwan Seo, 2014. "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series 571, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    103. Charles F. Manski & John V. Pepper, 2011. "Deterrence and the Death Penalty: Partial Identification Analysis Using Repeated Cross Sections," NBER Working Papers 17455, National Bureau of Economic Research, Inc.
    104. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2014. "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers CWP17/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    105. Raj Chetty, 2009. "Bounds on Elasticities with Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply," NBER Working Papers 15616, National Bureau of Economic Research, Inc.
    106. Wang, Yafeng & Graham, Brett, 2010. "Identification and Estimation of a Discrete Game by Observing its Correlated Equilibria," MPRA Paper 45656, University Library of Munich, Germany, revised 16 May 2011.
    107. Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.
    108. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014. "Modelling Heaped Duration Data: An Application to Neonatal Mortality," CAGE Online Working Paper Series 207, Competitive Advantage in the Global Economy (CAGE).
    109. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    110. Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
    111. Chiburis, Richard C., 2010. "Semiparametric bounds on treatment effects," Journal of Econometrics, Elsevier, vol. 159(2), pages 267-275, December.
    112. Santos, Andres, 2011. "Instrumental variable methods for recovering continuous linear functionals," Journal of Econometrics, Elsevier, vol. 161(2), pages 129-146, April.

  30. Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K., 2007. "Instrumental variable estimation of nonseparable models," Journal of Econometrics, Elsevier, vol. 139(1), pages 4-14, July.

    Cited by:

    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. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
    3. Xiaohong Chen & Markus Reiss, 2007. "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Cowles Foundation Discussion Papers 1626, Cowles Foundation for Research in Economics, Yale University.
    4. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    5. Jinyong Hahn & Geert Ridder, 2011. "Conditional Moment Restrictions and Triangular Simultaneous Equations," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 683-689, May.
    6. Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011. "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers 2011-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    7. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
    8. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Rothe, Christoph, 2010. "Identification of unconditional partial effects in nonseparable models," Economics Letters, Elsevier, vol. 109(3), pages 171-174, December.
    10. Fabian Dunker, 2015. "Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 192, Courant Research Centre PEG.
    11. Joel Horowitz & Sokbae Lee, 2009. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP18/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
    13. Giovanni Forchini, 2012. "Structural  Equations  and  Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.
    14. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
    15. Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012. "Estimating Derivatives in Nonseparable Models With Limited Dependent Variables," Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, 07.
    16. Andrew Chesher, 2007. "Endogeneity and discrete outcomes," CeMMAP working papers CWP05/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    18. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
    19. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650RR, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
    20. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2011. "Bounding quantile demand functions using revealed preference inequalities," CeMMAP working papers CWP21/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Xiaohong Chen* & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers CWP38/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2014. "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," Journal of Econometrics, Elsevier, vol. 178(P3), pages 444-455.
    23. Pierre-André Chiappori & Ivana Komunjer, 2008. "Correct Specification and Identification of Nonparametric Transformation Models," Working Papers 2009-003, Becker Friedman Institute for Research In Economics.
    24. Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Joel Horowitz & Sokbae Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897RR, Cowles Foundation for Research in Economics, Yale University, revised Nov 2014.
    27. Chen, Xiaohong & Pouzo, Demian, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," Journal of Econometrics, Elsevier, vol. 152(1), pages 46-60, September.
    28. Carneiro, Pedro & Lee, Sokbae, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," Journal of Econometrics, Elsevier, vol. 149(2), pages 191-208, April.
    29. Tae-Hwan Kim, & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers 1221, Aix-Marseille School of Economics, Marseille, France.
    30. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Iterative algorithm for non parametric estimation of the instrumental variables quantiles," Economics Letters, Elsevier, vol. 123(3), pages 300-304.
    31. Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    32. Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
    33. Tae-Hwan Kim & Christophe Muller, 2015. "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," AMSE Working Papers 1522, Aix-Marseille School of Economics, Marseille, France, revised May 2015.
    34. Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, 01.
    35. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897, Cowles Foundation for Research in Economics, Yale University.
    36. Komunjer, Ivana, 2007. "Global Identification In Nonlinear Semiparametric Models," University of California at San Diego, Economics Working Paper Series qt8dk0n386, Department of Economics, UC San Diego.
    37. Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics.
    38. Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    39. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
    40. Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
    41. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
    42. Cazals, Catherine & Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2016. "Nonparametric instrumental variables estimation for efficiency frontier," Journal of Econometrics, Elsevier, vol. 190(2), pages 349-359.
    43. Xiaohong Chen & Demian Pouzo, 2008. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP09/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    44. Chunrong Ai & Xiaohong Chen, 2009. "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Cowles Foundation Discussion Papers 1731, Cowles Foundation for Research in Economics, Yale University.
    45. Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(05), pages 1102-1116, October.
    46. Kasy, Maximilian, . "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
    47. Giovanni Forchini, 2014. "A General Result on Observational Equivalence in a Class of Nonparametric Structural Equations Models," School of Economics Discussion Papers 0114, School of Economics, University of Surrey.
    48. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
    49. Ai, Chunrong & Chen, Xiaohong, 2012. "The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions," Journal of Econometrics, Elsevier, vol. 170(2), pages 442-457.
    50. Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
    51. Caetano, Carolina & Rothe, Christoph & Yıldız, Neşe, 2016. "A discontinuity test for identification in triangular nonseparable models," Journal of Econometrics, Elsevier, vol. 193(1), pages 113-122.
    52. Maximilian Kasy, 2014. "Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," Review of Economic Studies, Oxford University Press, vol. 81(4), pages 1614-1636.
    53. Xiaohong Chen & Demian Pouzo, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Cowles Foundation Discussion Papers 1640R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
    54. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  31. Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, vol. 74(2), pages 539-563, 03.
    See citations under working paper version above.
  32. 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.

    Cited by:

    1. Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015. "On the equivalence of instrumental variables estimators for linear models," Economics Letters, Elsevier, vol. 134(C), pages 13-15.
    2. Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
    3. Horowitz, Joel L. & Lee, Sokbae, 2009. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," Journal of Econometrics, Elsevier, vol. 152(2), pages 141-152, October.
    4. Simone Balestra & Uschi Backes-Gellner, 2013. "Heterogeneous Returns to Education Over Wage Distribution: Who Profits the Most?," Economics of Education Working Paper Series 0091, University of Zurich, Institute for Strategy and Business Economics (ISU), revised Dec 2013.
    5. Hyungsik Roger Moon & Matthew Shum & Martin Weidner, 2014. "Estimation of random coefficients logit demand models with interactive fixed effects," CeMMAP working papers CWP20/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Lin, Hsin-Yi, 2016. "Do quantitative monetary targets matter?," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 415-428.
    7. Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
    8. Liao, Wen-Chi & Wang, Xizhu, 2012. "Hedonic house prices and spatial quantile regression," Journal of Housing Economics, Elsevier, vol. 21(1), pages 16-27.
    9. Misra, Kanishka & Surico, Paolo, 2013. "Consumption, Income Changes and Heterogeneity: Evidence from Two Fiscal Stimulus Programmes," CEPR Discussion Papers 9530, C.E.P.R. Discussion Papers.
    10. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2009. "Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability," Working Papers 0921, University of Nevada, Las Vegas , Department of Economics, revised Dec 2009.
    11. Gabrieli, T. & Galvao Jr, A. F. & Montes-Rojas, G., 2010. "Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis," Working Papers 10/07, Department of Economics, City University London.
    12. Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
    13. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
    14. Leonardo Iacovone & Ferdinand Rauch & L. Alan Winters, 2010. "Trade as an Engine of Creative Destruction: Mexican Experience with Chinese Competition," CEP Discussion Papers dp0999, Centre for Economic Performance, LSE.
    15. Kim, Kwansoo & Chavas, Jean-Paul & Barham, Bradford L. & Foltz, Jeremy D., 2012. "Rice, Irrigation and Downside Risk: A Quantile Analysis of Risk Exposure and Mitigation on Korean Farms," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124814, Agricultural and Applied Economics Association.
    16. José Manuel Pastor & José Manuel Pavía & Lorenzo Serrano & Emili Tortosa-Ausina, 2016. "Rich regions, poor regions and bank branch deregulation in Spain," Working Papers 2016/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    17. Jeroen Klomp & Jacob de Haan (DNB), 2010. "Banking risk and regulation: Does one size fit all?," CPB Discussion Paper 164, CPB Netherlands Bureau for Economic Policy Analysis.
    18. Arbex, Marcelo & Galvao, Antonio F. & Gomes, Fábio Augusto Reis, 2010. "Heterogeneity in the Returns to Education and Informal Activities," Insper Working Papers wpe_216, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    19. Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
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    21. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
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    23. Susumu Imai & Hajime Katayama & Kala Krishna, 2006. "Protection for Sale or Surge Protection?," Working Papers 1114, Queen's University, Department of Economics.
    24. Edward L. Glaeser & Sari Pekkala Kerr & William R. Kerr, 2012. "Entrepreneurship and Urban Growth: An Empirical Assessment with Historical Mines," NBER Working Papers 18333, National Bureau of Economic Research, Inc.
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    38. Pedro Carneiro & Sokbae Lee, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," CeMMAP working papers CWP01/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    39. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
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    41. Jonathan D. Fisher & Joseph Marchand, 2011. "Does the Retirement Consumption Puzzle Differ Across the Distribution?," Working Papers 11-09r, Center for Economic Studies, U.S. Census Bureau.
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    43. McMillen, Daniel, 2015. "Conditionally parametric quantile regression for spatial data: An analysis of land values in early nineteenth century Chicago," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 28-38.
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    45. Galina Besstremyannaya, 2015. "The adverse effects of incentives regulation in health care: a comparative analysis with the U.S. and Japanese hospital data," Working Papers w0218, Center for Economic and Financial Research (CEFIR).
    46. Yu, Linyue & Wilcox-Gök, Virginia, 2015. "The impact of maternal depression on children’s cognitive development: An analysis based on panel quantile regressions," Economics Letters, Elsevier, vol. 126(C), pages 107-109.
    47. Elliott Fan & Jin-Tan Liu & Yen-Chien Chen, 2014. "Is the 'Quarter of Birth' Endogenous? Evidence From One Million Siblings in Taiwan," NBER Working Papers 20444, National Bureau of Economic Research, Inc.
    48. Iván Arribas & Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2015. "Is full banking integration desirable?," Working Papers 2015/05, Economics Department, Universitat Jaume I, Castellón (Spain).
    49. Joel Horowitz & Sokbae Lee, 2006. "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers CWP09/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    50. 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.
    51. Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
    52. Galina Besstremyannaya, 2015. "Heterogeneous effect of residency matching and prospective payment on labor returns and hospital scale economies," Discussion Papers 15-001, Stanford Institute for Economic Policy Research.
    53. Ozkan Eren & Serkan Ozbeklik, 2014. "Who Benefits From Job Corps? A Distributional Analysis Of An Active Labor Market Program," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(4), pages 586-611, 06.
    54. Brunello, Giorgio & Fabbri, Daniele & Fort, Margherita, 2009. "Years of Schooling, Human Capital and the Body Mass Index of European Females," IZA Discussion Papers 4667, Institute for the Study of Labor (IZA).
    55. Martin Huber & Blaise Melly, 2015. "A Test of the Conditional Independence Assumption in Sample Selection Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1144-1168, November.
    56. Jia-Young Michael Fu & Joel Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers CWP68/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    57. Castro, Carlos & Ferrari, Stijn, 2014. "Measuring and testing for the systemically important financial institutions," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 1-14.
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    60. Zhang, Lei & Leonard, Tammy, 2014. "Neighborhood impact of foreclosure: A quantile regression approach," Regional Science and Urban Economics, Elsevier, vol. 48(C), pages 133-143.
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    63. Kiran Krishnamurthy, Chandra & Kriström, Bengt, 2013. "Determinants of the price-premium for Green Energy: Evidence from an OECD cross-section," CERE Working Papers 2013:7, CERE - the Center for Environmental and Resource Economics, revised 30 Jun 2014.
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    88. Toni Mora, 2008. "The relevance of satisfaction with coverage for health care utilization: evidence from Catalonia," Hacienda Pública Española, IEF, vol. 184(1), pages 99-116, April.
    89. Javier Alejo & Nicolás Badaracco, 2015. "Counterfactual Distributions in Bivariate Models—A Conditional Quantile Approach," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 719, November.
    90. Joan Batalla-Bejerano & Elisa Trujillo-Baute, 2015. "Analysing the sensitivity of electricity system operational costs to deviations in supply and demand," Working Papers 2015/8, Institut d'Economia de Barcelona (IEB).
    91. Klomp, Jeroen & Haan, Jakob de, 2012. "Banking risk and regulation: Does one size fit all?," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3197-3212.
    92. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    93. Wehby, George L. & Murray, Jeffrey C. & Castilla, Eduardo E. & Lopez-Camelo, Jorge S. & Ohsfeldt, Robert L., 2009. "Prenatal care demand and its effects on birth outcomes by birth defect status in Argentina," Economics & Human Biology, Elsevier, vol. 7(1), pages 84-95, March.
    94. 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.
    95. Andini, Corrado, 2009. "How Fast Do Wages Adjust to Human-Capital Productivity? Dynamic Panel-Data Evidence from Belgium, Denmark and Finland," IZA Discussion Papers 4583, Institute for the Study of Labor (IZA).
    96. Klomp, Jeroen, 2013. "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 641-653.
    97. Rietveld, Cornelius A. & Webbink, Dinand, 2016. "On the genetic bias of the quarter of birth instrument," Economics & Human Biology, Elsevier, vol. 21(C), pages 137-146.
    98. Padmaja Ayyagari & David Frisvold, 2015. "The Impact of Social Security Income on Cognitive Function at Older Ages," NBER Working Papers 21484, National Bureau of Economic Research, Inc.
    99. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2007. "Inference approaches for instrumental variable quantile regression," Economics Letters, Elsevier, vol. 95(2), pages 272-277, May.
    100. David Powell & Joachim Wagner, 2014. "The exporter productivity premium along the productivity distribution: evidence from quantile regression with nonadditive firm fixed effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(4), pages 763-785, November.
    101. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    102. Andini, Corrado & Andini, Monica, 2015. "A Note on Unemployment Persistence and Quantile Parameter Heterogeneity," IZA Discussion Papers 8819, Institute for the Study of Labor (IZA).
    103. 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.
    104. Fan, Yanqin & Park, Sang Soo, 2012. "Confidence intervals for the quantile of treatment effects in randomized experiments," Journal of Econometrics, Elsevier, vol. 167(2), pages 330-344.
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    109. 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.

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    3. Brinch, Christian N. & Hernæs, Erik & Jia, Zhiyang, 2015. "Salience and Social Security Benefits," Memorandum 13/2015, Oslo University, Department of Economics.
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    6. Wolters, Maik H., 2012. "Estimating monetary policy reaction functions using quantile regressions," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 342-361.
    7. Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise, 2012. "Quantile treatment effects in the regression discontinuity design," Journal of Econometrics, Elsevier, vol. 168(2), pages 382-395.
    8. Susan Athey & Guido W. Imbens, 2006. "Identification and Inference in Nonlinear Difference-in-Differences Models," Econometrica, Econometric Society, vol. 74(2), pages 431-497, 03.
    9. Wehby, George L. & Murray, Jeffrey C. & Castilla, Eduardo E. & Lopez-Camelo, Jorge S. & Ohsfeldt, Robert L., 2009. "Prenatal care demand and its effects on birth outcomes by birth defect status in Argentina," Economics & Human Biology, Elsevier, vol. 7(1), pages 84-95, March.
    10. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    11. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
    12. Jung Hur & Yohanes E. Riyanto, 2007. "Organizational Structure and Product Market Competition," Departmental Working Papers wp0705, National University of Singapore, Department of Economics.
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    41. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
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    43. Timothy Besley & Neil Meads & Paolo Surico, 2013. "Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market," NBER Macroeconomics Annual, University of Chicago Press, vol. 27(1), pages 375 - 419.
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    45. Jelena Lausev, 2014. "WHAT HAS 20 YEARS OF PUBLIC–PRIVATE PAY GAP LITERATURE TOLD US? EASTERN EUROPEAN TRANSITIONING vs. DEVELOPED ECONOMIES," Journal of Economic Surveys, Wiley Blackwell, vol. 28(3), pages 516-550, 07.
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    47. Christophe Muller & Tae-Hwan Kim, 2005. "Two-Stage Huber Estimation," Working Papers. Serie AD 2005-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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    55. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897RR, Cowles Foundation for Research in Economics, Yale University, revised Nov 2014.
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    57. George Wehby & Charles J. Courtemanche, 2012. "The Heterogeneity of the Cigarette Price Effect on Body Mass Index," NBER Working Papers 18087, National Bureau of Economic Research, Inc.
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    65. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    66. Zhongjun Qu & Jungmo Yoon, 2015. "Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs," Boston University - Department of Economics - Working Papers Series wp2015-009, Boston University - Department of Economics.
    67. Elena Martínez Sanchis & Ilker Kandemir & Juan Mora López, 2011. "Counterfactual distributions of wages via quantile regression with endogeneity," Working Papers. Serie AD 2011-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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    105. Hiroshi Fujiki & Migiwa Tanaka, 2009. "Demand for Currency, New Technology and the Adoption of Electronic Money: Evidence Using Individual Household Data," IMES Discussion Paper Series 09-E-27, Institute for Monetary and Economic Studies, Bank of Japan.
    106. Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
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    114. Iván Arribas & Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2015. "Is full banking integration desirable?," Working Papers 2015/05, Economics Department, Universitat Jaume I, Castellón (Spain).
    115. Anders Forslund & Oskar Nordström Stans, 2006. "Swedish Youth Labour Market Policies Revisited," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 75(3), pages 168-185.
    116. Jia-Young Michael Fu & Joel Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers CWP68/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    117. Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil, 2005. "Treatment Effect Bounds: An Application to Swan-Ganz Catheterization," NBER Working Papers 11263, National Bureau of Economic Research, Inc.
    118. 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.
    119. Wehby, George L. & Castilla, Eduardo E. & Lopez-Camelo, Jorge, 2010. "The impact of altitude on infant health in South America," Economics & Human Biology, Elsevier, vol. 8(2), pages 197-211, July.
    120. Markus Froelich, 2002. "Nonparametric IV estimation of local average treatment effects with covariates," University of St. Gallen Department of Economics working paper series 2002 2002-19, Department of Economics, University of St. Gallen.
    121. 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.
    122. Huber, Martin & Mellace, Giovanni, 2012. "Relaxing monotonicity in the identification of local average treatment effects," Economics Working Paper Series 1212, University of St. Gallen, School of Economics and Political Science.
    123. Lamarche, Carlos, 2008. "Private school vouchers and student achievement: A fixed effects quantile regression evaluation," Labour Economics, Elsevier, vol. 15(4), pages 575-590, August.
    124. Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers 1740, Cowles Foundation for Research in Economics, Yale University.
    125. Frölich, Markus, 2006. "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," IZA Discussion Papers 2126, Institute for the Study of Labor (IZA).
    126. Nicholas C.S. Sim, 2009. "Modeling Quantile Dependence: A New Look at the Money-Output Relationship," School of Economics Working Papers 2009-34, University of Adelaide, School of Economics.
    127. Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K., 2007. "Instrumental variable estimation of nonseparable models," Journal of Econometrics, Elsevier, vol. 139(1), pages 4-14, July.
    128. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Iterative algorithm for non parametric estimation of the instrumental variables quantiles," Economics Letters, Elsevier, vol. 123(3), pages 300-304.
    129. Lokossou, Jourdain & Arouna, Aminou & Diagne, Aliou & Biaou, Gauthier, 2015. "Gender differential Impact of NERICA adoption on Total Factor Productivity: evidence from Benin Republic," 2015 Conference, August 9-14, 2015, Milan, Italy 212056, International Association of Agricultural Economists.
    130. Pedro Carneiro & Sokbae Lee, 2005. "Ability, sorting and wage inequality," CeMMAP working papers CWP16/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    131. Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015. "On the equivalence of instrumental variables estimators for linear models," Economics Letters, Elsevier, vol. 134(C), pages 13-15.
    132. Maximilian Kasy, 2014. "Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," Review of Economic Studies, Oxford University Press, vol. 81(4), pages 1614-1636.
    133. Brunello, Giorgio & Fort, Margherita & Weber, Guglielmo, 2007. "“For One More Year with You”: Changes in Compulsory Schooling, Education and the Distribution of Wages in Europe," IZA Discussion Papers 3102, Institute for the Study of Labor (IZA).
    134. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    135. Claude Diebolt & Tapas Mishra & Faustine Perrin, 2015. "Did Gender-Bias Matter in the Quantity- Quality Trade-off in the 19th Century France ?," Working Papers of BETA 2015-28, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    136. Nathaniel Baum-Snow & Fernando Ferreira, 2014. "Causal Inference in Urban and Regional Economics," NBER Working Papers 20535, National Bureau of Economic Research, Inc.
    137. Caetano, Carolina & Rothe, Christoph & Yıldız, Neşe, 2016. "A discontinuity test for identification in triangular nonseparable models," Journal of Econometrics, Elsevier, vol. 193(1), pages 113-122.
    138. Steven T. Berry & Philip A. Haile, 2009. "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," Cowles Foundation Discussion Papers 1718, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
    139. José Manuel Pastor & José Manuel Pavía & Lorenzo Serrano & Emili Tortosa-Ausina, 2016. "Rich regions, poor regions and bank branch deregulation in Spain," Working Papers 2016/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    140. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
    141. Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
    142. Gabriela Grotkowska & Leszek Wincenciak & Tomasz Gajderowicz, 2016. "Evolution of the public-sector wage premium in Poland," Working Papers 2016-13, Faculty of Economic Sciences, University of Warsaw.
    143. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    144. Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
    145. Christopher Timmins & Jennifer Murdock, 2006. "A Revealed Preference Approach to the Measurement of Congestion in Travel Cost Models," Working Papers tecipa-213, University of Toronto, Department of Economics.
    146. Lamarche, Carlos, 2011. "Measuring the incentives to learn in Colombia using new quantile regression approaches," Journal of Development Economics, Elsevier, vol. 96(2), pages 278-288, November.
    147. 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.
    148. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
    149. Nguezet, Paul Martin Dontsop & Diagne, Aliou & Okoruwa, Victor Olusegun & Ojehomon, Vivian, 0. "Impact of Improved Rice Technology (NERICA varieties) on Income and Poverty among Rice Farming Households in Nigeria: A Local Average Treatment Effect (LATE) Approach," Quarterly Journal of International Agriculture, Humboldt-Universität zu Berlin, vol. 50.
    150. Blaise Melly und Kaspar Wüthrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
    151. Victor Chernozhukov & Whitney Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    152. Giovanni Forchini, 2014. "A General Result on Observational Equivalence in a Class of Nonparametric Structural Equations Models," School of Economics Discussion Papers 0114, School of Economics, University of Surrey.
    153. Stephan Stahlschmidt & Matthias Eckardt & Wolfgang K. Härdle, 2014. "Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects," SFB 649 Discussion Papers SFB649DP2014-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    154. Kasy, Maximilian, . "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
    155. Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(05), pages 1102-1116, October.
    156. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
    157. David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers 816, RAND Corporation.
    158. D'Urso, Victoria T., 2003. "Home Buyer Search Duration and the Internet," Working papers 4271-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
    159. Alberto Díaz Dapena & Esteban Fernández Vázquez & Fernando Rubiera Morollón, 2015. "Estimating agglomeration economies in Spain: evidence from geographically disaggregated data," ERSA conference papers ersa15p285, European Regional Science Association.
    160. Sanglestsawai, Santi & Rejesus, Roderick M. & Yorobe, Jose M., 2014. "Do lower yielding farmers benefit from Bt corn? Evidence from instrumental variable quantile regressions," Food Policy, Elsevier, vol. 44(C), pages 285-296.

  34. Victor Chernozhukov & Han Hong, 2004. "Likelihood Estimation and Inference in a Class of Nonregular Econometric Models," Econometrica, Econometric Society, vol. 72(5), pages 1445-1480, 09.

    Cited by:

    1. Michael Jansson, 2007. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," CREATES Research Papers 2007-12, Department of Economics and Business Economics, Aarhus University.
    2. Justin McCrary, 2007. "Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test," NBER Technical Working Papers 0334, National Bureau of Economic Research, Inc.
    3. McCrary, Justin, 2008. "Manipulation of the running variable in the regression discontinuity design: A density test," Journal of Econometrics, Elsevier, vol. 142(2), pages 698-714, February.
    4. Holzner, Christian & Launov, Andrey, 2010. "Search equilibrium and social and private returns to education," European Economic Review, Elsevier, vol. 54(1), pages 39-59, January.
    5. Li, Tong, 2009. "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
    6. Li, Tong, 2010. "Indirect inference in structural econometric models," Journal of Econometrics, Elsevier, vol. 157(1), pages 120-128, July.
    7. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015. "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, vol. 117(3), pages 558-584.
    8. Xiaohong Chen & Timothy Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University.
    9. Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
    10. Vukina, Tomislav & Zheng, Xiaoyong & Marra, Michele & Levy, Armando, 2008. "Do farmers value the environment? Evidence from a conservation reserve program auction," International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1323-1332, November.
    11. Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Li, Tong & Zheng, Xiaoyong, 2012. "Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 29-46.
    13. Launov, Andrey & Holzner, Christian, 2005. "Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation," W.E.P. - Würzburg Economic Papers 64, University of Würzburg, Chair for Monetary Policy and International Economics.
    14. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Patrick Bayer & Shakeeb Khan & Christopher Timmins, 2008. "Nonparametric Identification and Estimation in a Generalized Roy Model," NBER Working Papers 13949, National Bureau of Economic Research, Inc.
    16. Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
    17. Tong Li & Xiaoyong Zheng, 2006. "Entry and competition effects in first-price auctions: theory and evidence from procurement auctions," CeMMAP working papers CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    18. Di Iorio, Francesca & Calzolari, Giorgio, 2006. "Discontinuities in indirect estimation: An application to EAR models," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2124-2136, April.
    19. Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014. "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 456-470.
    20. Yu, Ping, 2015. "Adaptive estimation of the threshold point in threshold regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 83-100.

  35. Victor Chernozhukov & Christian Hansen, 2004. "The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 735-751, August.

    Cited by:

    1. Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015. "Wealth Inequality and Homeownership in Europe," CESifo Working Paper Series 5498, CESifo Group Munich.
    2. Horowitz, Joel L. & Lee, Sokbae, 2009. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," Journal of Econometrics, Elsevier, vol. 152(2), pages 141-152, October.
    3. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2014. "Program evaluation with high-dimensional data," CeMMAP working papers CWP33/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Wehby, George L. & Courtemanche, Charles J., 2012. "The heterogeneity of the cigarette price effect on body mass index," Journal of Health Economics, Elsevier, vol. 31(5), pages 719-729.
    5. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    6. Blaise Melly und Kaspar Wüthrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
    7. Sanglestsawai, Santi & Rejesus, Roderick M. & Yorobe, Jose M., 2014. "Do lower yielding farmers benefit from Bt corn? Evidence from instrumental variable quantile regressions," Food Policy, Elsevier, vol. 44(C), pages 285-296.
    8. Susumu Imai & Hajime Katayama & Kala Krishna, 2007. "A Quantile Based Test of Protection for Sale Model," Working Papers 1132, Queen's University, Department of Economics.
    9. Susumu Imai & Hajime Katayama & Kala Krishna, 2006. "Protection for Sale or Surge Protection?," Working Papers 1114, Queen's University, Department of Economics.
    10. Besley, Timothy & Meads, Neil & Surico, Paolo, 2010. "Risk heterogeneity and credit supply: evidence from the mortgage market," Discussion Papers 29, Monetary Policy Committee Unit, Bank of England.
    11. Ming-Chi Chen & Chi-Lu Peng & So-De Shyu & Jhih-Hong Zeng, 2012. "Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 364-382, August.
    12. Juan Ayuso & Juan F. Jimeno & Ernesto Villanueva, 2007. "The effects of the introduction of tax incentives on retirement savings," Working Papers 0724, Banco de España;Working Papers Homepage.
    13. Corneo, Giacomo & Keese, Matthias & Schröder, Carsten, 2010. "The Effect of Saving Subsidies on Household Saving – Evidence from Germanys," Ruhr Economic Papers 170, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    14. 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.
    15. Jarkko Harju, 2012. "Voluntary pension savings and tax incentives: Evidence from Finland," Working Papers 33, Government Institute for Economic Research Finland (VATT).
    16. Jia-Young Michael Fu & Joel Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers CWP68/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Barceló, Cristina & Villanueva, Ernesto, 2016. "The response of household wealth to the risk of job loss: Evidence from differences in severance payments," Labour Economics, Elsevier, vol. 39(C), pages 35-54.
    18. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    19. Giacomo Corneo & Matthias Keese & Carsten Schröder, 2010. "The Eff ect of Saving Subsidies on Household Saving – Evidence from Germanys," Ruhr Economic Papers 0170, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
    20. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
    21. Harding, Matthew & Lamarche, Carlos, 2009. "A quantile regression approach for estimating panel data models using instrumental variables," Economics Letters, Elsevier, vol. 104(3), pages 133-135, September.
    22. Ramnath, Shanthi, 2013. "Taxpayers' responses to tax-based incentives for retirement savings: Evidence from the Saver's Credit notch," Journal of Public Economics, Elsevier, vol. 101(C), pages 77-93.
    23. Wehby, George L. & Murray, Jeffrey C. & Castilla, Eduardo E. & Lopez-Camelo, Jorge S. & Ohsfeldt, Robert L., 2009. "Prenatal care demand and its effects on birth outcomes by birth defect status in Argentina," Economics & Human Biology, Elsevier, vol. 7(1), pages 84-95, March.
    24. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    25. 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.

  36. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.

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    1. Lee, Dong Jin & Yoon, Jai Hyung, 2016. "The New Keynesian Phillips Curve in multiple quantiles and the asymmetry of monetary policy," Economic Modelling, Elsevier, vol. 55(C), pages 102-114.
    2. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    3. Jón Daníelsson & Francisco Peñaranda, 2011. "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, 08.
    4. Bregantini, Daniele, 2013. "Moment-based estimation of stochastic volatility," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4755-4764.
    5. Stephanie Schmitt-Grohe & Martin Uribe, 2011. "Business Cycles With A Common Trend in Neutral and Investment-Specific Productivity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 122-135, January.
    6. Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015. "Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference," Journal of Econometrics, Elsevier, vol. 187(1), pages 201-216.
    7. George Monokroussos, 2006. "A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function," Computing in Economics and Finance 2006 390, Society for Computational Economics.
    8. Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE Models for Monetary Policy Analysis," NBER Working Papers 16074, National Bureau of Economic Research, Inc.
    9. Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz, 2014. "Impulse Response Matching Estimators for DSGE Models," CEPR Discussion Papers 10298, C.E.P.R. Discussion Papers.
    10. Greg Kaplan, 2011. "Inequality and the Lifecycle," PIER Working Paper Archive 11-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    11. Brůha, Jan & Pierluigi, Beatrice & Serafini, Roberta, 2011. "Euro area labour markets: different reaction to shocks?," Working Paper Series 1284, European Central Bank.
    12. Jiti Gao & Han Hong, 2014. "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers 25/14, Monash University, Department of Econometrics and Business Statistics.
    13. 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.
    14. Theodoridis, Konstantinos, 2011. "An efficient minimum distance estimator for DSGE models," Bank of England working papers 439, Bank of England.
    15. Thibaut Lamadon, 2014. "Productivity Shocks, Dynamic Contracts and Income Uncertainty," 2014 Meeting Papers 243, Society for Economic Dynamics.
    16. Dube, Arindrajit & Lester, T. William & Reich, Michael, 2011. "Do Frictions Matter in the Labor Market? Accessions, Separations, and Minimum Wage Effects," Institute for Research on Labor and Employment, Working Paper Series qt4t3342nd, Institute of Industrial Relations, UC Berkeley.
    17. Zhongjun Qu & Denis Tkachenko, 2011. "Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)," Boston University - Department of Economics - Working Papers Series WP2011-060, Boston University - Department of Economics.
    18. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 920-940, August.
    19. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
    20. Fitzenberger, Bernd & Winker, Peter, 1999. "Improving the Computation of Censored Quantile Regressions," Discussion Papers 568, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
    21. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2015. "Estimating Fiscal Multipliers: News From A Non‐linear World," Economic Journal, Royal Economic Society, vol. 0(584), pages 746-776, 05.
    22. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2014. "Uncertainty and Monetary Policy in Good and Bad Times," "Marco Fanno" Working Papers 0188, Dipartimento di Scienze Economiche "Marco Fanno".
    23. Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013. "Matching, Sorting and Wages," Working Papers hal-01070442, HAL.
    24. Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper 2010-04, Federal Reserve Bank of Atlanta.
    25. Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe, 2013. "Generalized Method of Moments with Latent Variables," CEPR Discussion Papers 9692, C.E.P.R. Discussion Papers.
    26. Ruge-Murcia, Francisco, 2012. "Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 914-938.
    27. Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc.
    28. Yu, Ping, 2015. "Adaptive estimation of the threshold point in threshold regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 83-100.
    29. Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2014. "What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis," Working Papers 716, Queen Mary University of London, School of Economics and Finance.
    30. Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013. "Mismatch, sorting and wage dynamics," IFS Working Papers W13/16, Institute for Fiscal Studies.
    31. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
    32. Manuel Arellano & Stéphane Bonhomme, 2009. "Robust Priors in Nonlinear Panel Data Models," Econometrica, Econometric Society, vol. 77(2), pages 489-536, 03.
    33. Han Hong & Harry J. Paarsch & Pai Xu, 2010. "On the Asymptotic Distribution of the Transaction Price in a Clock Model of a Multi-Unit, Oral, Ascending-Price Auction within the Common-Value Paradigm," Carlo Alberto Notebooks 186, Collegio Carlo Alberto.
    34. Roque Montero & Javier García-Cicco, 2012. "Modelo y Pronóstico del Precio del Cobre: Un Enfoque de Cambio de Regímenes," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 099-116, August.
    35. Michael Creel, 2009. "A Data Mining Approach to Indirect Inference," UFAE and IAE Working Papers 788.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 25 Oct 2009.
    36. Javier García-Cicco, 2010. "Estimating Models for Monetary Policy Analysis in Emerging Countries," Working Papers Central Bank of Chile 561, Central Bank of Chile.
    37. Soohyung Lee, 2008. "Preferences and Choice Constraints in Marital Sorting: Evidence From Korea," Discussion Papers 07-042, Stanford Institute for Economic Policy Research.
    38. König, Michael David, 2016. "The formation of networks with local spillovers and limited observability," Theoretical Economics, Econometric Society, vol. 11(3), September.
    39. Matthew J. Baker, 2013. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College 440, Hunter College Department of Economics.
    40. Hoshino, Takahiro, 2008. "A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1413-1429, January.
    41. Li, Cheng & Jiang, Wenxin, 2016. "On oracle property and asymptotic validity of Bayesian generalized method of moments," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 132-147.
    42. Caggiano, Giovanni & Castelnuovo, Efrem & Groshenny, Nicolas, 2014. "Uncertainty shocks and unemployment dynamics in U.S. recessions," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 78-92.
    43. George Monokroussos, 2006. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Discussion Papers 06-02, University at Albany, SUNY, Department of Economics.
    44. Patrick Bajari & Han Hong & Stephen Ryan, 2004. "Identification and Estimation of Discrete Games of Complete Information," NBER Technical Working Papers 0301, National Bureau of Economic Research, Inc.
    45. Smith, Martin D. & Zhang, Junjie & Coleman, Felicia C., 2005. "Bayesian Bioeconomics of Marine Reserves," 2005 Annual meeting, July 24-27, Providence, RI 19409, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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    47. Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014. "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers 2014-13, CEPII research center.
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    51. Liu, Xiaochun, 2013. "Markov-Switching Quantile Autoregression," MPRA Paper 55800, University Library of Munich, Germany.
    52. Alin T Mirestean & Charalambos G Tsangarides & Huigang Chen, 2009. "Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods," IMF Working Papers 09/74, International Monetary Fund.
    53. Tony Lancaster & Sung Jae Jun, 2010. "Bayesian quantile regression methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 287-307.
    54. Charle Augusto Londoño & Juan Carlos Correa & Mauricio Lopera, 2014. "Estimación bayesiana del valor en riesgo: una aplicación para el mercado de valores colombiano," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, August.
    55. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    58. Yi Daniel Xu, 2008. "A Structural Empirical Model of R&D, Firm Heterogeneity , and Industry Evolution," 2008 Meeting Papers 744, Society for Economic Dynamics.
    59. Anna Kormilitsina, 2011. "Oil Price Shocks and the Optimality of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 199-223, January.
    60. Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    61. Patrick Bajari & Jeremy Fox & Stephen Ryan, 2008. "Evaluating wireless carrier consolidation using semiparametric demand estimation," Quantitative Marketing and Economics, Springer, vol. 6(4), pages 299-338, December.
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    63. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, Elsevier.
    64. Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
    65. Pedro Silos & Enchuan Shao & Shutao Cao, 2011. "Fixed-Term and Permanent Employment Contracts: Theory and Evidence," 2011 Meeting Papers 872, Society for Economic Dynamics.
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    72. Yi, Fujin & Lin, C.-Y. Cynthia & Thome, Karen, 2013. "An Analysis of the Effects of Government Subsidies and the Renewable Fuels Standard on the Fuel Ethanol Industry: A Structural Econometric Model," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150224, Agricultural and Applied Economics Association.
    73. Creel, Michael & Kristensen, Dennis, 2016. "On selection of statistics for approximate Bayesian computing (or the method of simulated moments)," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 99-114.
    74. Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
    75. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, 05.
    76. Simon Loertscher & Andras Niedermayer, 2012. "Assessing the Performance of Simple Contracts Empirically:The Case of Percentage Fees," Department of Economics - Working Papers Series 1163, The University of Melbourne.
    77. Figueiredo, Erik & Lima, Luiz Renato & Loures, Alexandre & Oliveira, Celina, 2014. "Uma Análise para o Efeito-Fronteira no Brasil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(4).
    78. George Monokroussos, 2013. "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Computational Economics, Society for Computational Economics, vol. 42(1), pages 71-105, June.
    79. Hlouskova, Jaroslava & Sögner, Leopold, 2015. "GMM Estimation of Affine Term Structure Models," Economics Series 315, Institute for Advanced Studies.
    80. Per Bjarte Solibakke, . "Describing the Phelix Forward Electric-Power Market. A Stochastic Volatility Model Approach," Energy and Environmental Modeling 2007 24000057, EcoMod.
    81. Stephanie Schmitt‐Grohé & Martín Uribe, 2012. "What's News in Business Cycles," Econometrica, Econometric Society, vol. 80(6), pages 2733-2764, November.
    82. Zhongjun Qu & Denis Tkachenko, 2010. "Identification and Frequency Domain QML Estimation of Linearized DSGE Models," Boston University - Department of Economics - Working Papers Series WP2010-053, Boston University - Department of Economics.
    83. Ching, Andrew & Ishihara, Masakazu, 2007. "The Effects of Detailing on Prescribing Decisions under Two-Sided Learning," MPRA Paper 4935, University Library of Munich, Germany.
    84. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
    85. Chunrong Ai & Xiaohong Chen, 2009. "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Cowles Foundation Discussion Papers 1731, Cowles Foundation for Research in Economics, Yale University.
    86. Javier García - Cicco & Roque Montero, 2011. "Modeling Copper Price: A Regime-Switching Approach," Working Papers Central Bank of Chile 613, Central Bank of Chile.
    87. Bonciani, Dario, 2014. "Uncertainty shocks: it's a matter of habit," MPRA Paper 59370, University Library of Munich, Germany.
    88. Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
    89. Michael Creel, 2016. "Neural Nets for Indirect Inference," UFAE and IAE Working Papers 960.16, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 18 Jul 2016.
    90. Jarkko P. Jääskelä & Kristoffer Nimark, 2011. "A Medium‐Scale New Keynesian Open Economy Model of Australia," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 11-36, March.
    91. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
    92. Pablo A Guerron-Quintana & James M Nason, 2012. "Bayesian Estimation of DSGE Models," CAMA Working Papers 2012-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    93. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016. "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers 5/16, Monash University, Department of Econometrics and Business Statistics.
    94. Jarkko Jääskelä & Kristoffer Nimark, 2008. "A Medium-scale Open Economy Model of Australia," RBA Research Discussion Papers rdp2008-07, Reserve Bank of Australia.
    95. Jeremy Lise, 2013. "On-the-Job Search and Precautionary Savings," Review of Economic Studies, Oxford University Press, vol. 80(3), pages 1086-1113.
    96. Alhamzawi, Rahim & Yu, Keming, 2013. "Conjugate priors and variable selection for Bayesian quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 209-219.
    97. Lee, Donghoon & Song, Kyungchul, 2015. "Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies," Journal of Econometrics, Elsevier, vol. 187(1), pages 131-153.
    98. Mumtaz, Haroon & Surico, Paolo, 2014. "The Transmission Mechanism in Good and Bad Times," CEPR Discussion Papers 10083, C.E.P.R. Discussion Papers.
    99. Giovanni Callegari & Giovanni Melina & Nicoletta Batini, 2012. "Successful Austerity in the United States, Europe and Japan," IMF Working Papers 12/190, International Monetary Fund.
    100. Ai, Chunrong & Chen, Xiaohong, 2012. "The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions," Journal of Econometrics, Elsevier, vol. 170(2), pages 442-457.
    101. 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.
    102. Lima, Luiz Renato & Mesquita, Shirley & Wanamaker, Marianne, 2015. "Child labor and the wealth paradox: The role of altruistic parents," Economics Letters, Elsevier, vol. 130(C), pages 80-82.
    103. Zhongjun Qu, 2011. "Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification," Boston University - Department of Economics - Working Papers Series WP2011-058, Boston University - Department of Economics.
    104. Viktor Todorov & Iaryna Grynkiv & George Tauchen, 2010. "Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models," Working Papers 10-75, Duke University, Department of Economics.
    105. Manuel Arellano & Stéphane Bonhomme, 2015. "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers CWP75/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    106. Anna Kormilitsina & Denis Nekipelov, 2015. "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers 1510, Southern Methodist University, Department of Economics.
    107. Thomai Filippeli, 2011. "Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation," 2011 Meeting Papers 396, Society for Economic Dynamics.
    108. Florian Oswald, 2015. "Regional Shocks, Migration and Homeownership," Sciences Po publications info:hdl:2441/n1d9kd7k48k, Sciences Po.
    109. Todorov, Viktor, 2011. "Econometric analysis of jump-driven stochastic volatility models," Journal of Econometrics, Elsevier, vol. 160(1), pages 12-21, January.
    110. In Kim & In-Seok Baek & Jaesun Noh & Sol Kim, 2007. "The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 69-110, July.
    111. Jiang, Renna & Manchanda, Puneet & Rossi, Peter E., 2009. "Bayesian analysis of random coefficient logit models using aggregate data," Journal of Econometrics, Elsevier, vol. 149(2), pages 136-148, April.
    112. Maican, Florin G., 2012. "From Boom to Bust and Back Again: A dynamic analysis of IT services," Working Papers in Economics 543, University of Gothenburg, Department of Economics.
    113. Florian Oswald, 2015. "Regional Shocks, Migration and Homeownership," 2015 Meeting Papers 759, Society for Economic Dynamics.
    114. Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers CWP30/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    115. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
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    117. Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
    118. García, Juan Angel & Werner, Thomas, 2010. "Inflation risks and inflation risk premia," Working Paper Series 1162, European Central Bank.
    119. Shinya Sugawara & Yasuhiro Omori, 2013. "An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection," CIRJE F-Series CIRJE-F-882, CIRJE, Faculty of Economics, University of Tokyo.
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  37. Hong H. & Chernozhukov V., 2002. "Three-Step Censored Quantile Regression and Extramarital Affairs," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 872-882, September.

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    1. Limwattananon, Supon & Neelsen, Sven & O'Donnell, Owen & Prakongsai, Phusit & Tangcharoensathien, Viroj & van Doorslaer, Eddy & Vongmongkol, Vuthiphan, 2015. "Universal coverage with supply-side reform: The impact on medical expenditure risk and utilization in Thailand," Journal of Public Economics, Elsevier, vol. 121(C), pages 79-94.
    2. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355, 01-2013.
    3. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    4. Achim Schmillen & Joachim Möller, 2009. "Determinants of Lifetime Unemployment - A Micro Data Analysis with Censored Quantile Regressions," Working Papers 275, Institut für Ost- und Südosteuropaforschung (Institute for East and South-East European Studies).
    5. Tom Chang & Joshua Graff Zivin & Tal Gross & Matthew Neidell, 2016. "Particulate Pollution and the Productivity of Pear Packers," American Economic Journal: Economic Policy, American Economic Association, vol. 8(3), pages 141-69, August.
    6. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Brown, Sarah & Taylor, Karl, 2015. "Charitable Behaviour and the Big Five Personality Traits: Evidence from UK Panel Data," IZA Discussion Papers 9318, Institute for the Study of Labor (IZA).
    8. Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, Elsevier.
    9. Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2016. "What slice of the pie? The corporate bond market boom in emerging economies," BOFIT Discussion Papers 8/2016, Bank of Finland, Institute for Economies in Transition.
    10. Florian Lehmer & Johannes Ludsteck, 2011. "The Immigrant Wage Gap in Germany: Are East Europeans Worse Off?," ERSA conference papers ersa10p769, European Regional Science Association.
    11. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
    12. Haiqing Xu, 2014. "Estimation of discrete games with correlated types," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 241-270, October.
    13. Schmillen, Achim & Umkehrer, Matthias, 2013. "The scars of youth : effects of early-career unemployment on future unemployment experience," IAB Discussion Paper 201306, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    14. Abi Adams & Richard Blundell & Martin Browning & Ian Crawford, 2015. "Prices versus preferences: taste change and revealed preference," IFS Working Papers W15/11, Institute for Fiscal Studies.
    15. Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014. "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers 2014-13, CEPII research center.
    16. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
    17. Joshua Graff Zivin & Matthew Neidell, 2012. "The Impact of Pollution on Worker Productivity," American Economic Review, American Economic Association, vol. 102(7), pages 3652-73, December.
    18. Sven Neelsen & Owen O’Donnell, 2016. "Progressive Universalism? The Impact of Targeted Coverage on Healthcare Access and Expenditures in Peru," Tinbergen Institute Discussion Papers 16-019/V, Tinbergen Institute.
    19. Thomas Bassetti & Filippo Pavesi, 2015. "Electoral Contributions and the Cost of Unpopularity," Working Papers 05/2015, University of Verona, Department of Economics.
    20. Möller, Joachim & Bender, Stefan & König, Marion & vom Berge, Philipp & Umkehrer, Matthias & Wolter, Stefanie & Schaffner, Sandra & Bachmann, Ronald & Kröger, Hanna & Janßen-Timmen, Ronald & Paloyo, A, 2011. "Evaluation bestehender gesetzlicher Mindestlohnregelungen: Branche: Bauhauptgewerbe. Forschungsauftrag des Bundesministeriums für Arbeit und Soziales (BMAS). Endbericht," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 72591, April.
    21. Diaby, Aboubacar & Sylwester, Kevin, 2015. "Corruption and Market Competition: Evidence from Post-Communist Countries," World Development, Elsevier, vol. 66(C), pages 487-499.
    22. Fitzenberger, Bernd & Winker, Peter, 2007. "Improving the computation of censored quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 88-108, September.
    23. Gabrielle Fack & Camille Landais, 2010. "Are Tax Incentives for Charitable Giving Efficient? Evidence from France," American Economic Journal: Economic Policy, American Economic Association, vol. 2(2), pages 117-41, May.
    24. Melly, Blaise, 2005. "Decomposition of differences in distribution using quantile regression," Labour Economics, Elsevier, vol. 12(4), pages 577-590, August.
    25. Victor Champonnois & Olivier Chanel, 2016. "How useful are (Censored) Quantile Regressions for Contingent Valuation?," Working Papers 2016.12, FAERE - French Association of Environmental and Resource Economists.
    26. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
    27. Bönke, Timm & Jochimsen, Beate & Schröder, Carsten, 2011. "Fiscal equalization and regions' (un)willingness-to-tax: Evidence from Germany," Economics Working Papers 2011,06, Christian-Albrechts-University of Kiel, Department of Economics.
    28. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
    29. Timm Bönke & Nima Massarrat-Mashhadi & Christian Sielaff, 2013. "Charitable giving in the German welfare state: fiscal incentives and crowding out," Public Choice, Springer, vol. 154(1), pages 39-58, January.
    30. Victor Chernozhukov & Roberto Rigobon & Thomas Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    31. Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2016. "Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 81(3), pages 1533-1548, April.
    32. Pradhan, Jaya Prakash, 2010. "R&D strategy of small and medium enterprises in India: Trends and determinants," MPRA Paper 20951, University Library of Munich, Germany.
    33. Fitzenberger, Bernd & Wilke, Ralf A., 2005. "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers 05-65, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    34. Ian Smith, 2012. "Reinterpreting the economics of extramarital affairs," Review of Economics of the Household, Springer, vol. 10(3), pages 319-343, September.
    35. Ludsteck, Johannes & Haupt, Harald, 2007. "An Empirical Test of the Reder Hypothesis," Discussion Papers in Economics 1397, University of Munich, Department of Economics.
    36. Diana Ayala & Milan Nedeljkoviæ & Christian Saborowski, 2015. "What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies," Working papers 30, National Bank of Serbia.
    37. Luik, Marc-André & Berlemann, Michael, 2014. "Institutional Reform and Depositors’ Portfolio Choice: Evidence from Censored Quantile Regressions," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100291, Verein für Socialpolitik / German Economic Association.
    38. Ludsteck, Johannes & Haupt, Harry, 2007. "An Empirical Test of Reder Competition and Specific Human Capital Against Standard Wage Competition," Discussion Papers in Economics 1977, University of Munich, Department of Economics.
    39. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    40. Xavier D’Haultfoeuille & Pauline Givord, 2014. "La régression quantile en pratique," Économie et Statistique, Programme National Persée, vol. 471(1), pages 85-111.
    41. Schmillen, Achim & Möller, Joachim, 2012. "Distribution and determinants of lifetime unemployment," Labour Economics, Elsevier, vol. 19(1), pages 33-47.
    42. Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
    43. Martin Ardanaz & Stanislao Maldonado, 2016. "Natural Resource Windfalls and Efficiency of Local Government Expenditures: Evidence from Peru," DOCUMENTOS DE TRABAJO 014578, UNIVERSIDAD DEL ROSARIO.
    44. Pradhan, Jaya Prakash, 2011. "Regional heterogeneity and firms’ innovation: the role of regional factors in industrial R&D in India," MPRA Paper 28096, University Library of Munich, Germany.
    45. Amanda E. Kowalski, 2009. "Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care," NBER Working Papers 15085, National Bureau of Economic Research, Inc.
    46. Rima Rajab & Milan Dražić & Nenad Mladenović & Pavle Mladenović & Keming Yu, 2015. "Fitting censored quantile regression by variable neighborhood search," Journal of Global Optimization, Springer, vol. 63(3), pages 481-500, November.
    47. Gustavsen, Geir Waehler & Jolliffe, Dean & Rickertsen, Kyrre, 2008. "Censored Quantile Regression and Purchases of Ice Cream," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6534, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    48. Jesse Edgerton, 2011. "Agency problems in public firms: evidence from corporate jets in leveraged buyouts," Finance and Economics Discussion Series 2011-15, Board of Governors of the Federal Reserve System (U.S.).
    49. 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.
    50. Gustavsen, Geir Wæhler & Rickertsen, Kyrre, 2013. "Adjusting VAT rates to promote healthier diets in Norway: A censored quantile regression approach," Food Policy, Elsevier, vol. 42(C), pages 88-95.
    51. Bönke, Timm & Werdt, Clive, 2015. "Charitable giving and its persistent and transitory reactions to changes in tax incentives: Evidence from the German taxpayer panel," Discussion Papers 2015/2, Free University Berlin, School of Business & Economics.
    52. Figueiredo, Erik & Lima, Luiz Renato & Loures, Alexandre & Oliveira, Celina, 2014. "Uma Análise para o Efeito-Fronteira no Brasil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(4).
    53. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.

  38. Len Umantsev & Victor Chernozhukov, 2001. "Conditional value-at-risk: Aspects of modeling and estimation," Empirical Economics, Springer, vol. 26(1), pages 271-292.

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    1. V. L. Miguéis & D. F. Benoit & D. Van Den Poel, 2012. "Enhanced Decision Support in Credit Scoring Using Bayesian Binary Quantile Regression," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/803, Ghent University, Faculty of Economics and Business Administration.
    2. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2014. "Measuring Comovements by Regression Quantiles," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(4), pages 645-678.
    3. Wagner, Niklas, 2005. "Autoregressive conditional tail behavior and results on Government bond yield spreads," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 247-261.
    4. Castro, Carlos & Ferrari, Stijn, 2014. "Measuring and testing for the systemically important financial institutions," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 1-14.
    5. Filip Zikes & Jozef Barunik, 2013. "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," Papers 1308.4276, arXiv.org.
    6. Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper 30132, University Library of Munich, Germany.
    7. Xiao, Zhijie, 2009. "Quantile cointegrating regression," Journal of Econometrics, Elsevier, vol. 150(2), pages 248-260, June.
    8. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    9. Lee, Tae-Hwy & Yang, Yang, 2006. "Bagging binary and quantile predictors for time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 465-497.
    10. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
    11. Engle, Robert F. & Manganelli, Simone, 2001. "Value at risk models in finance," Working Paper Series 0075, European Central Bank.
    12. Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang, 2012. "Quantile Regression in Risk Calibration," SFB 649 Discussion Papers SFB649DP2012-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    13. Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
    14. Akio Hattori & Kentaro Kikuchi & Fuminori Niwa & Yoshihiko Uchida, 2014. "A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market," IMES Discussion Paper Series 14-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
    15. Cai, Zongwu & Wang, Xian, 2008. "Nonparametric estimation of conditional VaR and expected shortfall," Journal of Econometrics, Elsevier, vol. 147(1), pages 120-130, November.
    16. Carol Alexander & Emese Lazar & Silvia Stanescu, 2011. "Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL," ICMA Centre Discussion Papers in Finance icma-dp2011-08, Henley Business School, Reading University.
    17. Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
    18. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series 1814, European Central Bank.
    19. Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Working Paper Series 67_13, The Rimini Centre for Economic Analysis.
    20. Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Value-at-Risk Using High Frequency Information," Working Papers 201409, University of California at Riverside, Department of Economics.
    21. Christian C.P. Wolff, & Nikolaos I. Papanikolaou, 2013. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," LSF Research Working Paper Series 13-13, Luxembourg School of Finance, University of Luxembourg.
    22. Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
      • Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
    23. Li, Ming-Yuan Leon & Miu, Peter, 2010. "A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 818-833, September.
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    28. Zongwu Cai & Xian Wang, 2013. "Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
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Software components

  1. Victor Chernozhukov & Ivan Fernandez-Val & Sukjin Han & Amanda Kowalski, 2012. "CQIV: Stata module to perform censored quantile instrumental variables regression," Statistical Software Components S457478, Boston College Department of Economics, revised 31 Aug 2016.

    Cited by:

    1. Kiran Krishnamurthy, Chandra & Kriström, Bengt, 2013. "Determinants of the price-premium for Green Energy: Evidence from an OECD cross-section," CERE Working Papers 2013:7, CERE - the Center for Environmental and Resource Economics, revised 30 Jun 2014.
    2. Gabrielle Fack & Camille Landais, 2016. "The effect of tax enforcement on tax elasticities: Evidence from charitable contributions in France," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01300122, HAL.
    3. Broberg, Thomas & Kazukauskas, Andrius, 2014. "Inefficiencies in residential use of energy - A critical overview of literature and energy efficiency policies in EU and Sweden," CERE Working Papers 2014:7, CERE - the Center for Environmental and Resource Economics.
    4. Sven Neelsen & Owen O’Donnell, 2016. "Progressive Universalism? The Impact of Targeted Coverage on Healthcare Access and Expenditures in Peru," Tinbergen Institute Discussion Papers 16-019/V, Tinbergen Institute.

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