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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.

Working papers

  1. 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.

  2. 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. Vladimir Spokoiny & Mayya Zhilova, 2014. "Bootstrap confidence sets under model misspecification," SFB 649 Discussion Papers SFB649DP2014-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. 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.
    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. 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.
    5. 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.

  3. 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. 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).
    2. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014. "Energy prices and CO2 emission allowance prices: A quantile regression approach," Energy Policy, Elsevier, vol. 70(C), pages 201-206.
    3. 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.

  4. Victor Chernozhukov & Wooyoung Kim & Sokbae 'Simon' 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, 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.

  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.

    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.

  6. Alexandre Belloni & Victor Chernozhukov & Iván Fernández-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, School of Economics and Management, University of Aarhus.

  7. 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. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, School of Economics and Management, University of Aarhus.
    2. Guido Imbens, 2014. "Matching Methods in Practice: Three Examples," NBER Working Papers 19959, National Bureau of Economic Research, Inc.

  8. 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. 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.
    2. Yukitoshi Matsushita & Taisuke Otsu & Ke-Li Xu, 2014. "Empirical Likelihood for Regression Discontinuity Design," STICERD - Econometrics Paper Series 573, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3. Hoshino, Tadao, 2013. "Partial identification in binary response models with nonignorable nonresponses," Economics Letters, Elsevier, vol. 121(1), pages 74-78.
    4. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
    5. 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.
    6. 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.

  9. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than," CeMMAP working papers CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  10. 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. 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.
    2. 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.
    3. 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.
    4. Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014. "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers 2014-13, CEPII research center.
    5. 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.
    6. 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].
    7. 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.

  11. 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. 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.
    3. Kong, Efang & Linton, Oliver & Xia, Yingcun, 2013. "Global Bahadur Representation For Nonparametric Censored Regression Quantiles And Its Applications," Econometric Theory, Cambridge University Press, vol. 29(05), pages 941-968, October.
    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.
    5. Qu, Zhongjun & Yoon, Jungmo, 2015. "Nonparametric estimation and inference on conditional quantile processes," Journal of Econometrics, Elsevier, vol. 185(1), pages 1-19.

  12. Victor Chernozhukov & Iván Fernández-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. 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.
    2. Becker, Sascha O. & Hvide, Hans K, 2013. "Do entrepreneurs matter?," CEPR Discussion Papers 9295, C.E.P.R. Discussion Papers.
    3. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
    4. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    5. 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.
    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. 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).

  13. 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. 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.
    3. 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".
    4. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, School of Economics and Management, University of Aarhus.
    5. Florens, Jean-Pierre & Van Bellegem, Sébastien, 2015. "Instrumental variable estimation in functional linear models," Journal of Econometrics, Elsevier, vol. 186(2), pages 465-476.
    6. Myrto Kalouptsidi, 2014. "Time to Build and Fluctuations in Bulk Shipping," American Economic Review, American Economic Association, vol. 104(2), pages 564-608, February.

  14. 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. 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.
    2. 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.
    3. Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
    4. 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.

  15. A. 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. Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, School of Economics and Management, University of Aarhus.
    2. Liran Einav & Jonathan D. Levin, 2013. "The Data Revolution and Economic Analysis," NBER Working Papers 19035, National Bureau of Economic Research, Inc.
    3. Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 128-155, March.
    4. Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
    5. Guy Tchuente & Marine Carrasco, 2013. "Regularized LIML for many instruments," CIRANO Working Papers 2013s-20, CIRANO.
    6. MArcelo C. Medeiros & Eduardo F.Mendes, 2012. "Estimating High-Dimensional Time Series Models," Textos para discussão 602, Department of Economics PUC-Rio (Brazil).
    7. 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.
    8. Eric Gautier & Alexandre Tsybakov, 2013. "Pivotal estimation in high-dimensional regression via linear programming," Papers 1303.7092, arXiv.org, revised Apr 2013.
    9. Onatski, Alexei, 2015. "Asymptotic analysis of the squared estimation error in misspecified factor models," Journal of Econometrics, Elsevier, vol. 186(2), pages 388-406.
    10. Eric Gautier & Alexandre Tsybakov, 2014. "High-dimensional instrumental variables regression and confidence sets," Working Papers hal-00591732, HAL.
    11. 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.
    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. 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.
    14. 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.
    15. 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.
    16. 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.
    17. 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.
    18. 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.
    19. Alexandre Belloni & Victor Chernozhukov & Iván Fernández-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.
    20. Guy Tchuente & Marine Carrasco, 2013. "Efficient estimation with many weak instruments using regularization techniques," CIRANO Working Papers 2013s-21, CIRANO.
    21. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, School of Economics and Management, University of Aarhus.
    22. 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.
    23. 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.
    24. 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.
    25. 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.
    26. 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.
    27. 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.
    28. 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.
    29. 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.
    30. Carrasco, Marine & Tchuente, Guy, 2015. "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
    31. 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.
    32. 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.
    33. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, School of Economics and Management, University of Aarhus.

  16. 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. Florens, Jean-Pierre & Van Bellegem, Sébastien, 2015. "Instrumental variable estimation in functional linear models," Journal of Econometrics, Elsevier, vol. 186(2), pages 465-476.
    2. 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.

  17. Victor Chernozhukov & Sokbae 'Simon' 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. Andrew Chesher & Adam M. Rosen, 2013. "What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?," American Economic Review, American Economic Association, vol. 103(3), pages 557-62, May.
    2. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," TSE Working Papers 14-458, Toulouse School of Economics (TSE).
    3. Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP39/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Okumura, Tsunao & Usui, Emiko, 2010. "Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling," IZA Discussion Papers 4986, Institute for the Study of Labor (IZA).
    5. Qian, Hang, 2011. "Bayesian inference with monotone instrumental variables," MPRA Paper 32672, University Library of Munich, Germany.
    6. Andrew Chesher & Adam Rosen, 2013. "Generalised instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Andrew Chesher & Adam M. Rosen, 2014. "An instrumental variable random‐coefficients model for binary outcomes," Econometrics Journal, Royal Economic Society, vol. 17(2), pages S1-S19, 06.
    8. 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.
    9. 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.
    10. Gobillon, Laurent & Magnac, Thierry, 2013. "Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls," IZA Discussion Papers 7493, Institute for the Study of Labor (IZA).
    11. Aviv Nevo & Adam M. Rosen, 2008. "Identification with Imperfect Instruments," NBER Working Papers 14434, National Bureau of Economic Research, Inc.
    12. 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.
    13. 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.
    14. 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.
    15. Sokbae 'Simon' 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.
    16. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
    17. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    18. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Department of Economics, Norwegian School of Economics.
    21. 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.
    22. Rothe, Christoph, 2011. "Partial Distributional Policy Effects," IZA Discussion Papers 6076, Institute for the Study of Labor (IZA).
    23. Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia, 2015. "Specification tests for partially identified models defined by moment inequalities," Journal of Econometrics, Elsevier, vol. 185(1), pages 259-282.
    24. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers CWP25/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    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. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
    27. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
    28. Bontemps, Christian & Magnac, Thierry & Maurin, Eric, 2009. "Set Identified Linear Models," TSE Working Papers 09-090, Toulouse School of Economics (TSE).
    29. 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.
    30. Victor Chernozhukov & Sokbae 'Simon' Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    31. 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.
    32. Chiburis, Richard C., 2010. "Semiparametric bounds on treatment effects," Journal of Econometrics, Elsevier, vol. 159(2), pages 267-275, December.
    33. 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.
    34. Denis Chetverikov, 2012. "Testing regression monotonicity in econometric models," CeMMAP working papers CWP35/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    35. 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.
    36. 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.
    37. 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.
    38. 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.
    39. Chesher, Andrew & Smolinski, Konrad, 2012. "IV models of ordered choice," Journal of Econometrics, Elsevier, vol. 166(1), pages 33-48.
    40. 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.
    41. 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.
    42. Qian, Hang, 2011. "Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction," MPRA Paper 32634, University Library of Munich, Germany.
    43. 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.
    44. 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.
    45. 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.
    46. Tabri, Rami Victor, 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
    47. Laurent Gobillon & Thierry Magnac, 2013. "Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls," PSE Working Papers halshs-00849071, HAL.
    48. Mourifié, Ismael, 2015. "Sharp bounds on treatment effects in a binary triangular system," Journal of Econometrics, Elsevier, vol. 187(1), pages 74-81.
    49. Sokbae 'Simon' Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    50. Mammen, Enno & Polonik, Wolfgang, 2013. "Confidence regions for level sets," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 202-214.
    51. Victor Chernozhukov & Iván Fernández-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.
    52. 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.
    53. 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.
    54. Clément De Chaisemartin, 2012. "Fuzzy differences in differences," PSE Working Papers halshs-00671368, HAL.
    55. 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.
    56. 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.
    57. Charles Bellemare & Alexander Sebald, 2011. "Learning about a Class of Belief-Dependent Preferences without Information on Beliefs," Cahiers de recherche 1125, CIRPEE.
    58. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae 'Simon' 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.
    59. 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.
    60. 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.
    61. 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.
    62. 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.
    63. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers CWP36/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  18. 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. 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.
    2. Mandler, Michael, 2012. "The fragility of information aggregation in large elections," Games and Economic Behavior, Elsevier, vol. 74(1), pages 257-268.
    3. Rajiv Sethi & Muhamet Yildiz, 2009. "Public Disagreement," Economics Working Papers 0089, Institute for Advanced Study, School of Social Science.
    4. Simsek, Alp, 2012. "Belief Disagreements and Collateral Constraints," Scholarly Articles 9561259, Harvard University Department of Economics.
    5. de la Torre, Augusto & Ize, Alain, 2013. "The foundations of macroprudential regulation : a conceptual roadmap," Policy Research Working Paper Series 6575, The World Bank.
    6. 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.
    7. Larry G. Epstein & Kyoungwon Seo, 2013. "De Finetti Meets Ellsberg," CIRANO Working Papers 2013s-35, CIRANO.
    8. Benoît, Jean-Pierre & Dubra, Juan, 2014. "A Theory of Rational Attitude Polarization," MPRA Paper 60129, University Library of Munich, Germany.
    9. Dicks, David L. & Fulghieri, Paolo, 2015. "Ambiguity, Disagreement, and Allocation of Control in Firms," CEPR Discussion Papers 10400, C.E.P.R. Discussion Papers.
    10. Adriani, Fabrizio & Sonderegger, Silvia, 2009. "Trust, Introspection, and Market Participation: an Evolutionary Approach," MPRA Paper 16110, University Library of Munich, Germany.
    11. Rajiv Sethi & Muhamet Yildiz, 2013. "Perspectives, Opinions, and Information Flows," Levine's Working Paper Archive 786969000000000934, David K. Levine.
    12. S. Nageeb Ali, 2011. "Learning Self-Control," The Quarterly Journal of Economics, Oxford University Press, vol. 126(2), pages 857-893.
    13. Sandeep Baliga & Eran Hanany & Peter Klibanoff, 2013. "Polarization and Ambiguity," Discussion Papers 1558, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

  19. 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. Stefan Hoderlein & Halbert White, 2009. "Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects," Boston College Working Papers in Economics 746, Boston College Department of Economics.
    2. Markevich, Andrei & Zhuravskaya, Ekaterina, 2011. "M-form hierarchy with poorly-diversified divisions: a case of Khrushchev’s reform in Soviet Russia," CEPR Discussion Papers 8221, C.E.P.R. Discussion Papers.
    3. Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011. "Identification of Panel Data Models with Endogenous Censoring," Working Papers 11-07, Duke University, Department of Economics.
    4. 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.
    5. 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.
    6. 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.
    7. 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).
    8. 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.
    9. Martin Browning & Jesus M. Carro, 2009. "Dynamic binary outcome models with maximal heterogeneity," Economics Working Papers we091710, Universidad Carlos III, Departamento de Economía.
    10. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying Distributional Characteristics In Random Coefficients Panel Data Models," Working Papers wp2009_0904, CEMFI.
    11. 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.
    12. Fakih, Ali, 2014. "Vacation Leave, Work Hours and Wages: New Evidence from Linked Employer-Employee Data," IZA Discussion Papers 8469, Institute for the Study of Labor (IZA).
    13. Ciani, Emanuele, 2012. "Informal adult care and caregivers' employment in Europe," Labour Economics, Elsevier, vol. 19(2), pages 155-164.
    14. 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.

  20. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Antoine Dechezleprêtre & Ralf Martin & Myra Mohnen, 2014. "Knowledge Spillovers from Clean and Dirty Technologies," CEP Discussion Papers dp1300, Centre for Economic Performance, LSE.
    6. 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.
    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. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    9. Hübler, Olaf, 2013. "Methods in empirical economics - a selective review with applications," Hannover Economic Papers (HEP) dp-513, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    10. Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
    11. Norberto Pignatti, 2012. "Gender wage gap dynamics in a changing Ukraine," IZA Journal of Labor & Development, Springer, vol. 1(1), pages 1-44, December.
    12. 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.
    13. SELEZNEVA Ekaterina & VAN KERM Philippe, 2013. "Inequality-adjusted gender wage differentials in Germany," LISER Working Paper Series 2013-18, LISER.
    14. 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.
    15. Raymundo M. Campos-Vazquez & Gerardo Esquivel & Nora Lustig, 2012. "The Rise and Fall of Income Inequality in Mexico: 1989-2010," Serie documentos de trabajo del Centro de Estudios Económicos 2012-04, El Colegio de México, Centro de Estudios Económicos.
    16. 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.
    17. 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).
    18. SIERMINSKA Eva & DOORLEY Karina, 2012. "Decomposing household wealth portfolios across countries: An age-old question?," LISER Working Paper Series 2012-32, LISER.
    19. 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.
    20. Antonczyk, Dirk & DeLeire, Thomas & Fitzenberger, Bernd, 2010. "Polarization and rising wage inequality: comparing the U.S. and Germany," ZEW Discussion Papers 10-015, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    21. Jan Eeckhout & Roberto Pinheiro & Kurt Schmidheiny, 2013. "Spatial sorting," IFS Working Papers W13/18, Institute for Fiscal Studies.
    22. 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.
    23. Thomschke, Lorenz, 2015. "Changes in the distribution of rental prices in Berlin," Regional Science and Urban Economics, Elsevier, vol. 51(C), pages 88-100.
    24. Sloczynski, Tymon, 2015. "Average Wage Gaps and Oaxaca–Blinder Decompositions," IZA Discussion Papers 9036, Institute for the Study of Labor (IZA).
    25. 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.
    26. 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.
    27. 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.
    28. 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).
    29. 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.
    30. Andrés Sanchez - Jabba, 2011. "Etnia y rendimiento académico en Colombia," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO.
    31. Christoph Rothe, 2012. "Partial Distributional Policy Effects," Econometrica, Econometric Society, vol. 80(5), pages 2269-2301, 09.
    32. Nicole Fortin & Thomas Lemieux & Sergio Firpo, 2010. "Decomposition Methods in Economics," NBER Working Papers 16045, National Bureau of Economic Research, Inc.
    33. 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.
    34. Sandra Rodríguez, 2014. "Wage inequality in Uruguay: Technological change impact on occupational tasks," Documentos de Trabajo (working papers) 14-15, Instituto de Economía - IECON.
    35. Antonczyk, Dirk & Fitzenberger, Bernd & Sommerfeld, Katrin, 2010. "Rising wage inequality, the decline of collective bargaining, and the gender wage gap," ZEW Discussion Papers 10-014, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    36. Sakellariou, Chris, 2012. "Decomposing the increase in TIMSS Scores in Ghana : 2003-2007," Policy Research Working Paper Series 6084, The World Bank.
    37. 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, vol. 1(1), pages 1-18, December.
    38. 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).
    39. 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.
    40. Menshawy Badr & Oliver Morrissey & Simon Appleton, . "Gender differentials in maths test scores in Mena countries," Discussion Papers 12/04, University of Nottingham, CREDIT.
    41. 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).
    42. Quinn Andrew Wesley Keefer, 2013. "Compensation Discrimination for Defensive Players," Journal of Sports Economics, , vol. 14(1), pages 23-44, February.
    43. Rothe, Christoph, 2012. "Decomposing the Composition Effect," IZA Discussion Papers 6397, Institute for the Study of Labor (IZA).
    44. Sloczynski, Tymon, 2013. "Population Average Gender Effects," IZA Discussion Papers 7315, Institute for the Study of Labor (IZA).
    45. 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.
    46. Domenico Depalo & Raffaela Giordano & Evangelia Papapetrou, 2013. "Public-private wage differentials in euro area countries: evidence from quantile decomposition analysis," Temi di discussione (Economic working papers) 907, Bank of Italy, Economic Research and International Relations Area.
    47. Christian Manuel Posso Suárez, 2008. "Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria," BORRADORES DE ECONOMIA 005003, BANCO DE LA REPÚBLICA.
    48. Patricia Gallego-Granados & Johannes Geyer, 2015. "Distributional and Behavioral Effects of the Gender Wage Gap," Discussion Papers of DIW Berlin 1469, DIW Berlin, German Institute for Economic Research.
    49. 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).
    50. B. Essama-Nssah & Peter J. Lambert, 2011. "Influence functions for distributional statistics," Working Papers 236, ECINEQ, Society for the Study of Economic Inequality.
    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. CHOE Chung & VAN KERM Philippe, 2014. "Foreign workers and the wage distribution: Where do they fit in?," LISER Working Paper Series 2014-02, LISER.
    53. 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.
    54. 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.
    55. 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.
    56. Boris Kaiser, 2013. "Detailed Decompositions in Generalized Linear Models," Diskussionsschriften dp1309, Universitaet Bern, Departement Volkswirtschaft.
    57. 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.
    58. 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.
    59. Martin Huber & Blaise Melly, 2012. "A test of the conditional independence assumption in sample selection models," Working Papers 2012-11, Brown University, Department of Economics.

  21. 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. Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
    2. Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price, 2011. "Empirical Implementation of Nonparametric First-Price Auction Models," NBER Working Papers 17095, National Bureau of Economic Research, Inc.
    3. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    4. Joel Horowitz & Sokbae 'Simon' 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.
    5. Senay Sokullu, 2012. "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers 12/628, Department of Economics, University of Bristol, UK.
    6. 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.
    7. Tae-Hwy Lee & Weiping Yang, 2014. "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers 201406, University of California at Riverside, Department of Economics.
    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. Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
    10. 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.
    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. 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).
    13. Mathias Trabs, 2011. "Calibration of selfdecomposable Lévy models," SFB 649 Discussion Papers SFB649DP2011-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    14. 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.

  22. 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. Amedee-Manesme, Charles-Olivier & Barthélémy, Fabrice, 2012. "Cornish-Fisher expansion for real estate value at risk," ERES eres2012_044, European Real Estate Society (ERES).
    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. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    4. Victor Chernozhukov & Pierre-André Chiappori & Marc Henry, 2010. "Introduction," Economic Theory, Springer, vol. 42(2), pages 271-273, February.

  23. 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. Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," NBER Working Papers 16997, National Bureau of Economic Research, Inc.
    2. Stephen G. Donald & Yu-Chin Hsu, 2012. "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," IEAS Working Paper : academic research 12-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    3. Fortin, Nicole & Lemieux, Thomas & Firpo, Sergio, 2011. "Decomposition Methods in Economics," Handbook of Labor Economics, Elsevier.
    4. Qu, Zhongjun & Yoon, Jungmo, 2015. "Nonparametric estimation and inference on conditional quantile processes," Journal of Econometrics, Elsevier, vol. 185(1), pages 1-19.
    5. Matteo PICCHIO & Chiara MUSSIDA, 2010. "Gender Wage Gap : A Semi-parametric Approach with Sample Selection Correction," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2010005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    6. Marcella Lucchetta & Gianni De Nicoló, 2012. "Systemic Real and Financial Risks; Measurement, Forecasting, and Stress Testing," IMF Working Papers 12/58, International Monetary Fund.
    7. Weili Ding & Steven F. Lehrer, 2014. "Understanding the Role of Time-Varying Unobserved Ability Heterogeneity in Education Production," NBER Working Papers 19937, National Bureau of Economic Research, Inc.
    8. 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.
    9. 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.
    10. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. 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.
    12. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    13. Sabine Schnabel & Paul Eilers, 2013. "Simultaneous estimation of quantile curves using quantile sheets," AStA Advances in Statistical Analysis, Springer, vol. 97(1), pages 77-87, January.
    14. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    15. 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.
    16. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
    17. 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.
    18. 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.
    19. Nicodemo, Catia & Raya, Josep M., 2012. "Change in the Distribution of House Prices across Spanish Cities," IZA Discussion Papers 6503, Institute for the Study of Labor (IZA).
    20. 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).
    21. Holger Dette & Regine Scheder, 2011. "Estimation of additive quantile regression," Annals of the Institute of Statistical Mathematics, Springer, vol. 63(2), pages 245-265, April.
    22. 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.
    23. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," CEIS Research Paper 300, Tor Vergata University, CEIS, revised 17 Dec 2013.
    24. 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.
    25. Frölich, Markus & Melly, Blaise, 2008. "Quantile Treatment Effects in the Regression Discontinuity Design," IZA Discussion Papers 3638, Institute for the Study of Labor (IZA).
    26. 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.
    27. 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.
    28. 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.
    29. 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.
    30. 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.

  24. 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 & Iván Fernández-Val & Alfred Galichon, 2010. "Rearranging Edgeworth–Cornish–Fisher expansions," Economic Theory, Springer, vol. 42(2), pages 419-435, February.
    2. 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.
    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. Matthew J. Notowidigdo, 2011. "The Incidence of Local Labor Demand Shocks," NBER Working Papers 17167, National Bureau of Economic Research, Inc.
    6. 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.
    7. Birke, Melanie, 2008. "Shape constrained kernel density estimation," Technical Reports 2008,08, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    8. Andrew Shephard, 2011. "Equilibrium Search and Tax Credit Reform," Working Papers 1336, Princeton University, Department of Economics, Center for Economic Policy Studies..

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

    Cited by:

    1. Daron Acemoglu & Asuman Ozdaglar, 2011. "Opinion Dynamics and Learning in Social Networks," Dynamic Games and Applications, Springer, vol. 1(1), pages 3-49, March.
    2. Rodrigues-Neto, José Alvaro, 2012. "The cycles approach," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 207-211.
    3. 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.
    4. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2011. "Understanding Booms and Busts in Housing Markets," NBER Working Papers 16734, National Bureau of Economic Research, Inc.
    5. Carlin, Bruce I. & Longstaff, Francis A. & Matoba, Kyle, 2014. "Disagreement and asset prices," Journal of Financial Economics, Elsevier, vol. 114(2), pages 226-238.
    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, 2008. "Common Learning," Econometrica, Econometric Society, vol. 76(4), pages 909-933, 07.
      • 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, 2007. "Common Learning," PIER Working Paper Archive 07-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    7. 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.
    8. Yu, Jialin, 2011. "Disagreement and return predictability of stock portfolios," Journal of Financial Economics, Elsevier, vol. 99(1), pages 162-183, January.
    9. 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.
    10. Maurizio Bovi, 2014. "Shocks and the Expectations Formation Process. A Tale of Two Expectations," Natural Field Experiments 00390, The Field Experiments Website.
    11. 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.
    12. 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.
    13. 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.
    14. Tobias Adrian & Mark M. Westerfield, 2009. "Disagreement and Learning in a Dynamic Contracting Model," Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 3873-3906, October.
    15. Wei Xiong & Hongjun Yan & Review Financial, 2007. "Heterogeneous Expectations and Bond Markets," Yale School of Management Working Papers amz2614, Yale School of Management, revised 01 Jun 2009.
    16. Bruce I. Carlin & Francis A. Longstaff & Kyle Matoba, 2012. "Disagreement and Asset Prices," NBER Working Papers 18619, National Bureau of Economic Research, Inc.
    17. 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.
    18. Fudenberg, Drew & Takahashi, Satoru, 2011. "Heterogeneous beliefs and local information in stochastic fictitious play," Games and Economic Behavior, Elsevier, vol. 71(1), pages 100-120, January.
    19. 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.
    20. Lahiri, Kajal & Sheng, Xuguang, 2009. "Learning and heterogeneity in GDP and inflation forecasts," MPRA Paper 21448, University Library of Munich, Germany.
    21. Alexander Zimper & Alexander Ludwig, 2008. "On attitude polarization under Bayesian learning with non-additive beliefs," Working Papers 104, Economic Research Southern Africa.
    22. 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.
    23. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2009. "Fragility of Asymptotic Agreement under Bayesian Learning," Levine's Working Paper Archive 814577000000000139, David K. Levine.

  26. 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. 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.
    3. Senay Sokullu, 2012. "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers 12/628, Department of Economics, University of Bristol, UK.
    4. Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.

  27. 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. Taisuke Otsu, 2009. "RESET for quantile regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 18(2), pages 381-391, August.
    2. Wiji Arulampalam & Alison Booth & Mark Bryan, 2010. "Are there asymmetries in the effects of training on the conditional male wage distribution?," Journal of Population Economics, Springer, vol. 23(1), pages 251-272, January.
    3. 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.
    4. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.

  28. 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. 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.
    2. 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.
    3. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
    4. 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.
    5. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
    6. David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
    7. 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.
    8. 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, vol. 66(2), pages 413-439, April.
    9. David M. Kaplan & Matt Goldman, 2014. "Nonparametric inference on conditional quantile treatment effects using L-statistics," Working Papers 1503, Department of Economics, University of Missouri.
    10. Francis Green & Stephen Machin & Richard Murphy & Yu Zhu, 2012. "The Changing Economic Advantage from Private Schools," Economica, London School of Economics and Political Science, vol. 79(316), pages 658-679, October.
    11. Jose A. F. Machado & J. M. C. Santos Silva, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 656, University of Essex, Department of Economics.
    12. J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print peer-00732534, HAL.
    13. 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.
    14. 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.
    15. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
    16. 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, vol. 23(2), pages 519-538, March.
    17. Qu, Zhongjun & Yoon, Jungmo, 2015. "Nonparametric estimation and inference on conditional quantile processes," Journal of Econometrics, Elsevier, vol. 185(1), pages 1-19.
    18. L. Leoncini & F. Rentocchini, 2010. "Counteracting cocaine production. An analysis based on a novel dataset," Working Papers 693, Dipartimento Scienze Economiche, Universita' di Bologna.
    19. 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.
    20. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
    21. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. 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.
    23. 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.
    24. 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.
    25. 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.
    26. 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.
    27. 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.
    28. 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.
    29. 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.
    30. Shabbar Jaffry & Yaseen Ghulam & Vyoma Shah, 2007. "Returns to Education in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 833-852.
    31. Olivier Bargain & Prudence Kwenda, 2013. "The Informal Sector Wage Gap: New Evidence using Quantile Estimations on Panel Data," Working Papers halshs-00967324, HAL.
    32. 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.
    33. 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.
    34. 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.
    35. Kengo Kato, 2012. "Asymptotic normality of Powell’s kernel estimator," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(2), pages 255-273, April.
    36. Taisuke Otsu, 2009. "RESET for quantile regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 18(2), pages 381-391, August.
    37. 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.
    38. 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.
    39. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    40. 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.
    41. 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.
    42. 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.
    43. Bargain, Olivier & Kwenda, Prudence, 2010. "Is Informality Bad? Evidence from Brazil, Mexico and South Africa," IZA Discussion Papers 4711, Institute for the Study of Labor (IZA).
    44. 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.
    45. 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.
    46. Marilena Furno, 2008. "Quantile regressions analysis of the Italian school system," Working Papers 2008-06, Universita' di Cassino, Dipartimento di Scienze Economiche.
    47. 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.
    48. Marco LILLA, 2008. "Income Inequality and Education from ECHP data," Working Papers 311, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    49. 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.
    50. 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.
    51. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," CEIS Research Paper 300, Tor Vergata University, CEIS, revised 17 Dec 2013.
    52. 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.
    53. 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.
    54. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
    55. 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.
    56. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
    57. 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.
    58. 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.
    59. 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.
    60. 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.
    61. 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.
    62. 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.
    63. Kato, Kengo, 2009. "Asymptotics for argmin processes: Convexity arguments," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1816-1829, September.
    64. 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).
    65. 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.
    66. 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.
    67. 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.

  29. 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, 2005. "Missing Treatments," Working Papers 05-11, Cornell University, Center for Analytic Economics.
    2. 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.
    3. 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.
    4. Adam Rosen, 2006. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
    6. Beresteanu, Arie & Molinari, Francesca, 2006. "Asymptotic Properties for a Class of Partially Identified Models," Working Papers 06-04, Duke University, Department of Economics.
    7. Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007. "Estimating Dynamic Models of Imperfect Competition," Econometrica, Econometric Society, vol. 75(5), pages 1331-1370, 09.
    8. 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.
    9. Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
    10. 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).
    11. 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.
    12. Andrew Chesher, 2005. "Nonparametric Identification under Discrete Variation," Econometrica, Econometric Society, vol. 73(5), pages 1525-1550, 09.
    13. Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
    14. 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.
    15. Guido W. Imbens & Charles F. Manski, 2004. "Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, vol. 72(6), pages 1845-1857, November.
    16. Kreider, Brent & Pepper, John V., 2011. "Identification of Expected Outcomes in a Data Error Mixing Model with Multiplicative Mean Independence," Staff General Research Papers 12496, Iowa State University, Department of Economics.
    17. Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
    18. 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.
    19. 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.

  30. 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. 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.
    2. 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.
    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. 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.
    5. David Powell, 2010. "Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors," Working Papers 710-1, RAND Corporation Publications Department.
    6. 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).
    7. 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.

  31. 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. Pravin K. Trivedi, 2010. "Keynote lecture: Estimation of count-data panel models," Mexican Stata Users' Group Meetings 2010 06, Stata Users Group.
    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. 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.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.

    Cited by:

    1. 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.
    2. Joyce P. Jacobsen & Laurence M. Levin & Zachary Tausanovitch, 2014. "Comparing Standard Regression Modeling to Ensemble Modeling: How Data Mining Software Can Improve Economists' Predictions," Wesleyan Economics Working Papers 2014-003, Wesleyan University, Department of Economics.
    3. 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.

  5. 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.
  6. 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. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile Regression with Panel Data," NBER Working Papers 21034, National Bureau of Economic Research, Inc.
    2. 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.
    3. 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.
    4. 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.
    5. 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.

  7. 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.
  8. 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.
  9. 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.
  10. 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. Eric Gautier & Alexandre Tsybakov, 2013. "Pivotal estimation in high-dimensional regression via linear programming," Papers 1303.7092, arXiv.org, revised Apr 2013.
    2. Olga Klopp, 2012. "Noisy Low-rank Matrix Completion with General Sampling Distribution," Working Papers 2012-06, Centre de Recherche en Economie et Statistique.
    3. 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.
    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. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, School of Economics and Management, University of Aarhus.
    6. Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 128-155, March.
    7. Anders Bredahl Kock, 2013. "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers 2013-20, School of Economics and Management, University of Aarhus.
    8. 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.
    9. Alexandre Belloni & Victor Chernozhukov & Iván Fernández-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP77/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    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.
    11. 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.
    12. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, School of Economics and Management, University of Aarhus.
    13. Wang, Lie, 2013. "The L1 penalized LAD estimator for high dimensional linear regression," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 135-151.
    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. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than," CeMMAP working papers CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  11. 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.
  12. 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.

  13. Victor Chernozhukov & Pierre-André Chiappori & Marc Henry, 2010. "Introduction," Economic Theory, Springer, 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.

  14. 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.
  15. Victor Chernozhukov & Iván Fernández-Val & Alfred Galichon, 2010. "Rearranging Edgeworth–Cornish–Fisher expansions," Economic Theory, Springer, vol. 42(2), pages 419-435, February.
    See citations under working paper version above.
  16. 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.
  17. 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.

  18. 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. Oliver Gossner & Karl Schlag, 2012. "Finite Sample Exact tests for Linear," Vienna Economics Papers 1201, University of Vienna, Department of Economics.
    2. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, 05.
    3. 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.
    4. Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. David M. Kaplan & Matt Goldman, 2014. "Nonparametric inference on conditional quantile treatment effects using L-statistics," Working Papers 1503, Department of Economics, University of Missouri.
    12. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Department of Economics, Norwegian School of Economics.
    13. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.

  19. 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. 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.
    3. Eva Spring & Volker Grossmann, 2013. "Does Bilateral Trust Affect International Movement of Goods and Labor," CESifo Working Paper Series 4235, CESifo Group Munich.
    4. 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).
    5. Colin Cameron, 2011. "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011 07, Stata Users Group.
    6. Konstantinos Angelopoulos & George Economides, 2008. "Fiscal policy, rent seeking, and growth under electoral uncertainty: theory and evidence from the OECD," Canadian Journal of Economics, Canadian Economics Association, vol. 41(4), pages 1375-1405, November.
    7. 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.
    8. Keith Finlay & David Neumark, 2010. "Is Marriage Always Good for Children?: Evidence from Families Affected by Incarceration," Journal of Human Resources, University of Wisconsin Press, vol. 45(4), pages 1046-1088.
    9. Emran, Shahe & Shilpi, Forhad, 2014. "Agricultural productivity, hired labor, wages and poverty : evidence from Bangladesh," Policy Research Working Paper Series 7056, The World Bank.
    10. 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.
    11. Bellemare, Marc F., 2011. "Rising food prices, food price volatility, and political unrest," MPRA Paper 31888, University Library of Munich, Germany.
    12. 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.
    13. Caroli, Eve & Godard, Mathilde, 2014. "Does job insecurity deteriorate health? A causal approach for Europe," CEPREMAP Working Papers (Docweb) 1410, CEPREMAP.
    14. 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.
    15. 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.
    16. Caroli, Eve & Godard, Mathilde, 2015. "Does job insecurity deteriorate health?," Economics Papers from University Paris Dauphine 123456789/13646, Paris Dauphine University.
    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. 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.
    19. 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.
    20. 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.
    21. 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.
    22. 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.

  20. 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. 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.
    2. 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.
    3. Klomp, Jeroen, 2013. "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 641-653.
    4. 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.
    5. 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.
    6. 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.
    7. Santen, Peter van & Alessie, Rob & Angelini, Viola, 2012. "Pension wealth and household savings in Europe: Evidence from SHARELIFE," Research Report 12012-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    8. Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012. "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, vol. 8(3), pages 174-192.
    9. 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.
    10. 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.
    11. 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.
    12. Ot�vio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
    13. 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 Publications Department.
    14. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
    15. 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).
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    20. Matano, Alessia & Naticchioni, Paolo, 2013. "Rent sharing as a driver of the glass ceiling effect," Economics Letters, Elsevier, vol. 118(1), pages 55-59.
    21. 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.
    22. 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.
    23. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
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    27. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
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    29. 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.
    30. 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.
    31. 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).
    32. Haoming Liu, 2014. "The quality–quantity trade-off: evidence from the relaxation of China’s one-child policy," Journal of Population Economics, Springer, vol. 27(2), pages 565-602, April.
    33. 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.
    34. Dambala Gelo, Steven F. Koch and Edwin Muchapondwa, 2013. "Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management," Working Papers 400, Economic Research Southern Africa.
    35. 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.
    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. 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).
    38. 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.
    39. 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.
    40. 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.
    41. Andini, Monica & Andini, Corrado, 2014. "Finance, growth and quantile parameter heterogeneity," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 308-322.
    42. 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.
    43. 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.
    44. 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).
    45. 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.
    46. Thomas Bassetti & Filippo Pavesi, 2015. "Electoral Contributions and the Cost of Unpopularity," Working Papers 05/2015, University of Verona, Department of Economics.
    47. Wang, Le, 2011. "How Does Education Affect the Earnings Distribution in Urban China?," IZA Discussion Papers 6173, Institute for the Study of Labor (IZA).
    48. David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers 816, RAND Corporation Publications Department.
    49. 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, vol. 150(4), pages 763-785, November.
    50. 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.
    51. 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.
    52. 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.
    53. 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.
    54. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
    55. 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).
    56. David Powell, 2010. "Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors," Working Papers 710-1, RAND Corporation Publications Department.
    57. 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.
    58. 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.
    59. 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.
    60. Tae-Hwan Kim & Christophe Muller, 2012. "A test for endogeneity in conditional quantile models," Working papers 2012rwp-49, Yonsei University, Yonsei Economics Research Institute.
    61. 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.
    62. Kaushal, Kaushalendra Kumar, 2014. "Pathway from nutrition intake to wage among elementary workers in India," MPRA Paper 56652, University Library of Munich, Germany.
    63. Changhui Kang & Myoung-jae Lee, 2010. "Performance Of Various Estimators For Censored Response Models With Endogenous Regressors," Pacific Economic Review, Wiley Blackwell, vol. 15(4), pages 447-463, October.
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    69. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo Group Munich.
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  21. 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.

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    2. Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric estimation of a polarization measure," CeMMAP working papers CWP14/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. 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.
    4. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
    5. 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).
    6. 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.
    7. Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," CeMMAP working papers CWP08/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. 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.
    9. 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.
    10. 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).
    11. Mariagiovanna Baccara & Ayse Imrohoroglu & Alistair Wilson & Leeat Yariv, 2009. "A Field Study on Matching with Network Externalities," Working Papers 09-13, New York University, Leonard N. Stern School of Business, Department of Economics.
    12. 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.
    13. 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.
    14. 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.
    15. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
    16. Yuichi Kitamura & Jörg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers CWP36/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Debopam Bhattacharya, 2012. "Evaluating Treatment Protocols using Data Combination," Economics Series Working Papers 609, University of Oxford, Department of Economics.
    18. Federico Bugni & Ivan Canay & Xiaoxia Shi, 2014. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP19/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. 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.
    24. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, 03.
    25. 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.
    26. Keisuke Hirano & Jack R. Porter, 2012. "Impossibility Results for Nondifferentiable Functionals," Econometrica, Econometric Society, vol. 80(4), pages 1769-1790, 07.
    27. Federico Bugni & Ivan Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    28. Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    29. Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
    30. Ciliberto, Federico & Zhang, Zhou, 2014. "Multiple Equilibria and Deterrence in Airline Markets," MPRA Paper 53232, University Library of Munich, Germany.
    31. 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.
    32. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
    33. 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.
    34. Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
    35. 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.
    36. Maruyama, Shiko, 2014. "Estimation of finite sequential games," Journal of Econometrics, Elsevier, vol. 178(2), pages 716-726.
    37. Romuald Méango, 2014. "International Student Migration: A Partial Identification Analysis," CESifo Working Paper Series 4677, CESifo Group Munich.
    38. Mammen, Enno & Polonik, Wolfgang, 2013. "Confidence regions for level sets," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 202-214.
    39. Sokbae 'Simon' Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. Santos, Andres, 2011. "Instrumental variable methods for recovering continuous linear functionals," Journal of Econometrics, Elsevier, vol. 161(2), pages 129-146, April.
    41. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae 'Simon' 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.
    42. Stefan Boes, 2009. "Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints," SOI - Working Papers 0920, Socioeconomic Institute - University of Zurich.
    43. Molinari, Francesca, 2005. "Partial Identification of Probability Distributions with Misclassified Data," Working Papers 05-10, Cornell University, Center for Analytic Economics.
    44. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
    45. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    46. Federico Ciliberto & Elie Tamer, 2009. "Market Structure and Multiple Equilibria in Airline Markets," Econometrica, Econometric Society, vol. 77(6), pages 1791-1828, November.
    47. Huang, Ching-I, 2008. "Intra-Household Effects on Demand for Telephone Service: Empirical Evidence," MPRA Paper 6813, University Library of Munich, Germany.
    48. Menzel, Konrad, 2014. "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, vol. 182(2), pages 329-350.
    49. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
    50. Okumura, Tsunao & Usui, Emiko, 2010. "Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling," PIE/CIS Discussion Paper 475, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    51. Coroneo, Laura & Corradi, Valentina & Santos Monteiro, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," The Warwick Economics Research Paper Series (TWERPS) 985, University of Warwick, Department of Economics.
    52. Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, vol. 157(2), pages 248-256, August.
    53. Martin Huber & Giovanni Mellace, 2015. "Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints," The Review of Economics and Statistics, MIT Press, vol. 2(97), pages 398-411, May.
    54. 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.
    55. Pedro Mira & Victor Aguirregabiria, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers wp2007_0711, CEMFI.
    56. 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.
    57. Isabel Mourifie & Marc Henry, 2011. "Set Inference in Latent Variables Models," CIRJE F-Series CIRJE-F-820, CIRJE, Faculty of Economics, University of Tokyo.
    58. Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca, 2012. "Partial identification using random set theory," Journal of Econometrics, Elsevier, vol. 166(1), pages 17-32.
    59. 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.
    60. 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.
    61. Griffith, Rachel & Nesheim, Lars, 2008. "Household Willingness to Pay for Organic Products," CEPR Discussion Papers 6905, C.E.P.R. Discussion Papers.
    62. 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.
    63. 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.
    64. 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.
    65. Andrew Chesher & Adam Rosen, 2013. "Generalised instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    66. Qian, Hang, 2011. "Bayesian inference with monotone instrumental variables," MPRA Paper 32672, University Library of Munich, Germany.
    67. 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.
    68. Yasutora Watanabe & Kei Kawai, 2009. "Inferring Strategic Voting," 2009 Meeting Papers 803, Society for Economic Dynamics.
    69. 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.
    70. 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.
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    72. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
    73. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
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    76. Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815, Cowles Foundation for Research in Economics, Yale University.
    77. 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.
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    82. 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.
    83. 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.
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    91. Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927, Cowles Foundation for Research in Economics, Yale University.
    92. Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer, vol. 42(2), pages 355-374, February.
    93. Guggenberger, Patrik & Hahn, Jinyong & Kim, Kyooil, 2008. "Specification testing under moment inequalities," Economics Letters, Elsevier, vol. 99(2), pages 375-378, May.

  22. 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. WenShwo Fang & Stephen Miller & Chih-Chuan Yeh, 2010. "Does a threshold inflation rate exist? Quantile inferences for inflation and its variability," Empirical Economics, Springer, vol. 39(3), pages 619-641, December.
    2. 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.
    3. 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.
    4. Budria, Santiago, 2010. "Are educational mismatches responsible for the ‘inequality increasing effect’ of education?," MPRA Paper 23420, University Library of Munich, Germany.
    5. 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.
    6. 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).
    7. Wang, Le, 2011. "How Does Education Affect the Earnings Distribution in Urban China?," IZA Discussion Papers 6173, Institute for the Study of Labor (IZA).
    8. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo Group Munich.
    9. 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).

  23. 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. 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.
    2. Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics.
    3. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
    4. 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.
    5. 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.
    6. 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.
    7. Tae-Hwan Kim & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," Working Papers halshs-00793372, HAL.
    8. Andrew Chesher, 2007. "Endogeneity and discrete outcomes," CeMMAP working papers CWP05/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Andrew Chesher, 2010. "Instrumental Variable Models for Discrete Outcomes," Econometrica, Econometric Society, vol. 78(2), pages 575-601, 03.
    10. 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.
    11. Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, 01.
    12. Xiaohong Chen & Markus Reiss, 2007. "On rate optimality for ill-posed inverse problems in econometrics," CeMMAP working papers CWP20/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. 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.
    14. 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.
    15. Joel Horowitz & Sokbae 'Simon' 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.
    16. Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
    17. Komunjer, Ivana, 2008. "Global Identification In Nonlinear Semiparametric Models," University of California at San Diego, Economics Working Paper Series qt2r59d87f, Department of Economics, UC San Diego.
    18. 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.
    19. Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
    20. 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.
    21. 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.
    22. 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.
    23. Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
    24. 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.
    25. 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.
    26. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    27. Joel Horowitz & Sokbae 'Simon' 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.
    28. 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.
    29. Giovanni Forchini, 2012. "Structural  Equations  and  Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.
    30. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
    31. Andrew Chesher & Adam Rosen, 2013. "Generalised instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    32. 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.
    33. 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.
    34. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
    35. 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.
    36. Chiappori, Pierre-Andre & Komunjer, Ivana, 2008. "Correct Specification and Identification of Nonparametric Transformation Models," University of California at San Diego, Economics Working Paper Series qt4v12m2rg, Department of Economics, UC San Diego.
    37. Rothe, Christoph, 2010. "Identification of unconditional partial effects in nonseparable models," Economics Letters, Elsevier, vol. 109(3), pages 171-174, December.
    38. Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
    39. 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.
    40. Kasy, Maximilian, . "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! ERRATUM IN PREPARATION," Working Paper 33257, Harvard University OpenScholar.
    41. 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.
    42. Susanne Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    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. 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.
    45. 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.
    46. 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.

  24. 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. David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2007. "Inference approaches for instrumental variable quantile regression," Economics Letters, Elsevier, vol. 95(2), pages 272-277, May.
    7. Susumu Imai & Hajime Katayama & Kala Krishna, 2010. "A Quantile-based Test of Protection for Sale Model," Global COE Hi-Stat Discussion Paper Series gd10-140, Institute of Economic Research, Hitotsubashi University.
    8. 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.
    9. 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.
    10. Atella, Vincenzo & Pace, Noemi & Vuri, Daniela, 2008. "Are employers discriminating with respect to weight?: European Evidence using Quantile Regression," Economics & Human Biology, Elsevier, vol. 6(3), pages 305-329, December.
    11. 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).
    12. Pedro Carneiro & Sokbae 'Simon' 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.
    13. 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.
    14. Martin Huber & Blaise Melly, 2012. "A test of the conditional independence assumption in sample selection models," Working Papers 2012-11, Brown University, Department of Economics.
    15. Haoming Liu, 2014. "The quality–quantity trade-off: evidence from the relaxation of China’s one-child policy," Journal of Population Economics, Springer, vol. 27(2), pages 565-602, April.
    16. Susumu Imai & Hajime Katayama & Kala Krishna, 2008. "Is Protection Really for Sale? A Survey and Directions for Future Research," NBER Working Papers 13899, National Bureau of Economic Research, Inc.
    17. 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.
    18. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
    19. 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.
    20. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
    21. Andersson, Roland & Nabavi Larijani, Pardis & Wilhelmsson, Mats, 2013. "The impact of vocational education and training on income in Sweden," Working Paper Series 13/4, Department of Real Estate and Construction Management & Centre for Banking and Finance (cefin), Royal Institute of Technology.
    22. 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.
    23. 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.
    24. 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.
    25. 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].
    26. 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.
    27. 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.
    28. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
    29. Paolo Brunori & Vito Peragine & Laura Serlenga, 2010. "Fairness in education: the Italian university before and after the reform," CHILD Working Papers wp07_10, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    30. 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.
    31. Susumu Imai & Hajime Katayama & Kala Krishna, 2006. "Protection for Sale or Surge Protection?," NBER Working Papers 12258, National Bureau of Economic Research, Inc.
    32. 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.
    33. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    34. 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.
    35. Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2010. "The trade-growth nexus in the developing countries: a quantile regression approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 146(4), pages 731-761, December.
    36. Misra, Kanishka & Surico, Paolo, 2011. "Heterogeneous Responses and Aggregate Impact of the 2001 Income Tax Rebates," CEPR Discussion Papers 8306, C.E.P.R. Discussion Papers.
    37. 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.
    38. 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.
    39. 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.
    40. 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.
    41. 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).
    42. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
    43. Ot�vio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
    44. 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 Publications Department.
    45. 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.
    46. Sokbae Lee, 2004. "Endogeneity in Quantile Regression Models: A Control Function Approach," Econometric Society 2004 North American Summer Meetings 521, Econometric Society.
    47. Kasey S. Buckles & Daniel M. Hungerman, 2013. "Season of Birth and Later Outcomes: Old Questions, New Answers," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 711-724, July.
    48. Tony Lancaster & Sung Jae Jun, 2010. "Bayesian quantile regression methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 287-307.
    49. Maier, Michael, 2011. "Tests for distributional treatment effects under unconfoundedness," Economics Letters, Elsevier, vol. 110(1), pages 49-51, January.
    50. 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.
    51. 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.
    52. Joel L. Horowitz & Sokbae Lee, 2007. "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, vol. 75(4), pages 1191-1208, 07.
    53. 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.
    54. Klomp, Jeroen, 2013. "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 641-653.
    55. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    56. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
    57. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    58. 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.
    59. 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).
    60. Liao, Wen-Chi & Wang, Xizhu, 2012. "Hedonic house prices and spatial quantile regression," Journal of Housing Economics, Elsevier, vol. 21(1), pages 16-27.
    61. 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.
    62. Paul Contoyannis & Jinhu Li, 2014. "The Dynamics of Depression from Adolescence to Early Adulthood," Department of Economics Working Papers 2014-09, McMaster University.
    63. Eric Gautier & Stefan Soderlein, 2011. "Estimating the Distribution of Treatment Effects," Working Papers 2011-25, Centre de Recherche en Economie et Statistique.
    64. Carlos Castro & Stijn Ferrari, 2012. "Measuring and testing for the systemically important financial institutions," Working Paper Research 228, National Bank of Belgium.
    65. Edward L. Glaeser & Sari Pekkala Kerr & William R. Kerr, 2013. "Entrepreneurship And Urban Growth:An Empirical Assessment With Historical Mines," Working Papers 13-15, Center for Economic Studies, U.S. Census Bureau.
    66. 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.
    67. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    68. Markus Frölich & Blaise Melly, 2013. "Unconditional Quantile Treatment Effects Under Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 346-357, July.
    69. 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.
    70. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo Group Munich.
    71. Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
    72. 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).
    73. 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 REPÚBLICA - ESPE.
    74. 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.
    75. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
    76. 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.
    77. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    78. 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.
    79. 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.
    80. 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.
    81. 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.
    82. David H. Autor & Susan N. Houseman & Sari Pekkala Kerr, 2012. "The Effect of Work First Job Placements on the Distribution of Earnings: An Instrumental Variable Quantile Regression Approach," NBER Working Papers 17972, National Bureau of Economic Research, Inc.
    83. Takahiro Ito, 2009. "Education and Its Distributional Impacts on Living Standards," Global COE Hi-Stat Discussion Paper Series gd09-080, Institute of Economic Research, Hitotsubashi University.
    84. Harding, Matthew & Lamarche, Carlos, 2014. "A Hausman–Taylor instrumental variable approach to the penalized estimation of quantile panel models," Economics Letters, Elsevier, vol. 124(2), pages 176-179.
    85. 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).
    86. 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, vol. 150(4), pages 763-785, November.
    87. 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.
    88. 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.
    89. 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.
    90. P. Rupert & G. Zanella, 2014. "Grandchildren and Their Grandparents’ Labor Supply," Working Papers wp937, Dipartimento Scienze Economiche, Universita' di Bologna.
    91. 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. 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.
  26. Victor Chernozhukov & Christian Hansen, 2005. "An IV Model of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 73(1), pages 245-261, 01.

    Cited by:

    1. 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.
    2. 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.
    3. 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).
    4. 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.
    5. Joel Horowitz & Sokbae 'Simon' 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.
    6. 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).
    7. 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.
    8. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    9. ANDREOLI Francesco & HAVNES Tarjei & LEFRANC Arnaud, 2014. "Equalization of opportunity: Definitions, implementable conditions and application to early-childhood policy evaluation," LISER Working Paper Series 2014-12, LISER.
    10. Volpe Martincus, Christian & Carballo, Jerónimo, 2010. "Beyond the average effects: The distributional impacts of export promotion programs in developing countries," Journal of Development Economics, Elsevier, vol. 92(2), pages 201-214, July.
    11. 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.
    12. 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.
    13. 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.
    14. David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers 816, RAND Corporation Publications Department.
    15. 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).
    16. Jung Hur & Yohanes E. Riyanto, 2007. "Organizational Structure and Product Market Competition," Departmental Working Papers wp0705, National University of Singapore, Department of Economics.
    17. Eric French & John BaileyJones, 2007. "The Effects of Health Insurance and Self-Insurance on Retirement Behavior," Working Papers wp170, University of Michigan, Michigan Retirement Research Center.
    18. 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.
    19. 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.
    20. 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.
    21. Susan Athey & Guido W. Imbens, 2002. "Identification and Inference in Nonlinear Difference-In-Differences Models," NBER Technical Working Papers 0280, National Bureau of Economic Research, Inc.
    22. Stillman, Steven & McKenzie, David & Gibson, John, 2007. "Migration and mental health : evidence from a natural experiment," Policy Research Working Paper Series 4138, The World Bank.
    23. 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.
    24. Takahiro Ito, 2009. "Education and Its Distributional Impacts on Living Standards," Global COE Hi-Stat Discussion Paper Series gd09-080, Institute of Economic Research, Hitotsubashi University.
    25. Harding, Matthew & Lamarche, Carlos, 2014. "A Hausman–Taylor instrumental variable approach to the penalized estimation of quantile panel models," Economics Letters, Elsevier, vol. 124(2), pages 176-179.
    26. Rothe, Christoph & Wied, Dominik, 2012. "Misspecification Testing in a Class of Conditional Distributional Models," IZA Discussion Papers 6364, Institute for the Study of Labor (IZA).
    27. 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.
    28. Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
    29. Edward L. Glaeser & Sari Pekkala Kerr & William R. Kerr, 2012. "Entrepreneurship and Urban Growth: An Empirical Assessment with Historical Mines," Harvard Business School Working Papers 13-015, Harvard Business School.
    30. 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.
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    32. Gernandt, Johannes & Maier, Michael & Pfeiffer, Friedhelm & Rat-Wirtzler, Julie, 2006. "Distributional effects of the high school degree in Germany," ZEW Discussion Papers 06-88, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    33. Joshua Angrist & Eric Bettinger & Michael Kremer, 2006. "Long-Term Educational Consequences of Secondary School Vouchers: Evidence from Administrative Records in Colombia," American Economic Review, American Economic Association, vol. 96(3), pages 847-862, June.
    34. Ma, Lingjie & Koenker, Roger, 2006. "Quantile regression methods for recursive structural equation models," Journal of Econometrics, Elsevier, vol. 134(2), pages 471-506, October.
    35. 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.
    36. 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.
    37. 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.
    38. Xavier d'Haultfoeuille, 2006. "On the Completeness Condition in Nonparametric Instrumental Problems," Working Papers 2006-32, Centre de Recherche en Economie et Statistique.
    39. Nathaniel Baum-Snow & Fernando Ferreira, 2014. "Causal Inference in Urban and Regional Economics," NBER Working Papers 20535, National Bureau of Economic Research, Inc.
    40. 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.
    41. De Silva, Dakshina G. & Kosmopoulou, Georgia & Lamarche, Carlos, 2007. "The Effect of Information on the Bidding and Survival of Entrants in Procurement Auctions," MPRA Paper 5236, University Library of Munich, Germany.
    42. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    43. Lee, Sokbae, 2007. "Endogeneity in quantile regression models: A control function approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 1131-1158, December.
    44. Sergio Firpo, 2004. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometric Society 2004 North American Summer Meetings 605, Econometric Society.
    45. 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.
    46. Nianqing Liu & Quang Vuong & Haiqing Xu, 2012. "Rationalization and Identification of Discrete Games with Correlated Types," Department of Economics Working Papers 130915, The University of Texas at Austin, Department of Economics.
    47. 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.
    48. Susumu Imai & Hajime Katayama & Kala Krishna, 2008. "A Quantile-based Test of Protection for Sale Model," NBER Working Papers 13900, National Bureau of Economic Research, Inc.
    49. Alessie, Rob & Angelini, Viola & van Santen, Peter, 2013. "Pension wealth and household savings in Europe: Evidence from SHARELIFE," European Economic Review, Elsevier, vol. 63(C), pages 308-328.
    50. 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.
    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. 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.
    53. Shanti Gamper-Rabindran & Shakeeb Khan & Christopher Timmins, 2008. "The Impact of Piped Water Provision on Infant Mortality in Brazil: A Quantile Panel Data Approach," NBER Working Papers 14365, National Bureau of Economic Research, Inc.
    54. Flavio Cunha & James Heckman & Salvador Navarro, 2005. "Separating uncertainty from heterogeneity in life cycle earnings," Oxford Economic Papers, Oxford University Press, vol. 57(2), pages 191-261, April.
    55. 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.
    56. Andrew Chesher, 2010. "Instrumental Variable Models for Discrete Outcomes," Econometrica, Econometric Society, vol. 78(2), pages 575-601, 03.
    57. Andrew Chesher, 2007. "Endogeneity and discrete outcomes," CeMMAP working papers CWP05/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    58. Steven T. Berry & Philip Haile, 2010. "Identification in Differentiated Products Markets Using Market Level Data," Cowles Foundation Discussion Papers 1744, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
    59. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo Group Munich.
    60. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    61. 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.
    62. Kristen Capogrossi & Wen You, 2013. "Academic Performance and Childhood Misnourishment: A Quantile Approach," Journal of Family and Economic Issues, Springer, vol. 34(2), pages 141-156, June.
    63. 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.
    64. 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.
    65. Damiani, Mirella & Pompei, Fabrizio & Ricci, Andrea, 2014. "Performance related pay, productivity and wages in Italy: a quantile regression approach," MPRA Paper 53341, University Library of Munich, Germany.
    66. Vincenzo Atella & Joanna Kopinska, 2014. "Body Weight, Eating Patterns, and Physical Activity: The Role of Education," Demography, Springer, vol. 51(4), pages 1225-1249, August.
    67. 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.
    68. Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute for the Study of Labor (IZA).
    69. Matzkin, Rosa L., 2012. "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115.
    70. Arnaud Chéron & Bénédicte Rouland & François-Charles Wolf, 2010. "Returns to firm-provided training in France:Evidence on mobility and wages," TEPP Working Paper 2010-10, TEPP.
    71. 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).
    72. Joel Horowitz & Sokbae 'Simon' 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.
    73. 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.
    74. 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).
    75. 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.
    76. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    77. 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.
    78. 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.
    79. Hyungsik Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    80. Cunha, Flavio & Heckman, James J., 2007. "A New Framework for the Analysis of Inequality," IZA Discussion Papers 2565, Institute for the Study of Labor (IZA).
    81. 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.
    82. Gustavo A. Crespi & Alessandro Maffioli & Pierre Mohnen & Gonzalo Vázquez, 2011. "Evaluating the Impact of Science, Technology and Innovation Programs: a Methodological Toolkit," SPD Working Papers 1104, Inter-American Development Bank, Office of Strategic Planning and Development Effectiveness (SPD).
    83. Han Hong & Bruce Preston, 2008. "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers 14284, National Bureau of Economic Research, Inc.
    84. Steven T. Berry & Philip A. Haile, 2009. "Identification of a Heterogeneous Generalized Regression Model with Group Effects," Cowles Foundation Discussion Papers 1732, Cowles Foundation for Research in Economics, Yale University.
    85. 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.
    86. 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.
    87. Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz, 2012. "Identification of treatment effects in a triangular system of equations," Department of Economics Working Papers 130910, The University of Texas at Austin, Department of Economics, revised Oct 2012.
    88. 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.
    89. 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.
    90. Santen, Peter van & Alessie, Rob & Angelini, Viola, 2012. "Pension wealth and household savings in Europe: Evidence from SHARELIFE," Research Report 12012-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    91. Hong, Han & Nekipelov, Denis, 2012. "Efficient local IV estimation of an empirical auction model," Journal of Econometrics, Elsevier, vol. 168(1), pages 60-69.
    92. 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.
    93. 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.
    94. 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.
    95. Wolters, Maik Hendrik, 2010. "Estimating Monetary Policy Reaction Functions Using Quantile Regressions," MPRA Paper 23857, University Library of Munich, Germany.
    96. 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.
    97. 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.
    98. 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.
    99. Susanne Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    100. Marianne P. Bitler & Hilary W. Hoynes & Thurston Domina, 2014. "Experimental Evidence on Distributional Effects of Head Start," NBER Working Papers 20434, National Bureau of Economic Research, Inc.
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    103. Vincenzo Atella & Noemi Pace & Daniela Vuri, 2008. "Are employers discriminating with respect to weight? European Evidence using Quantile Regression," CEIS Research Paper 123, Tor Vergata University, CEIS, revised 14 Jul 2008.
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    107. Kasy, Maximilian, . "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! ERRATUM IN PREPARATION," Working Paper 33257, Harvard University OpenScholar.
    108. 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.
    109. Kyungchul Song, 2007. "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive 07-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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    111. 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.
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    115. Paul Clarke & Frank Windmeijer, 2010. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 10/239, Department of Economics, University of Bristol, UK.
    116. 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.
    117. 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.
    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. 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.
    120. Pedro Carneiro & Sokbae 'Simon' Lee, 2005. "Ability, sorting and wage inequality," CeMMAP working papers CWP16/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    121. Haoming Liu, 2014. "The quality–quantity trade-off: evidence from the relaxation of China’s one-child policy," Journal of Population Economics, Springer, vol. 27(2), pages 565-602, April.
    122. Pieroni, L. & Salmasi, L., 2014. "Fast-food consumption and body weight. Evidence from the UK," Food Policy, Elsevier, vol. 46(C), pages 94-105.
    123. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
    124. C. Lanier Benkard & Steven Berry, 2006. "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)," Econometrica, Econometric Society, vol. 74(5), pages 1429-1440, 09.
    125. 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.
    126. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
    127. Zeng, Di & Alwang, Jeffrey & Norton, George & Shiferaw, Bekele & Jaleta, Moti & Yirga, Chilot, 2013. "Ex-Post Impacts of Improved Maize Varieties on Poverty in Rural Ethiopia," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149823, Agricultural and Applied Economics Association.
    128. 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.
    129. 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.
    130. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
    131. 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.
    132. Christophe Muller & Tae-Hwan Kim, 2005. "Two-Stage Huber Estimation," Working Papers. Serie AD 2005-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    133. Giovanni Forchini, 2012. "Structural  Equations  and  Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.

  27. 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. 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.
    2. Christian Holzner & Andrey Launov, 2005. "Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation," Ifo Working Paper Series Ifo Working Papers No. 23, Ifo Institute for Economic Research at the University of Munich.
    3. 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.
    4. 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.
    5. Li, Tong, 2009. "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. Michael Jansson, 2008. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 76(5), pages 1103-1142, 09.
    12. 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.
    13. 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.
    14. Li, Tong, 2010. "Indirect inference in structural econometric models," Journal of Econometrics, Elsevier, vol. 157(1), pages 120-128, July.
    15. Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
    16. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, School of Economics and Management, University of Aarhus.

  28. 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. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    2. 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.
    3. Susumu Imai & Hajime Katayama & Kala Krishna, 2008. "A Quantile-based Test of Protection for Sale Model," NBER Working Papers 13900, National Bureau of Economic Research, Inc.
    4. Juan Ayuso & Juan F. Jimeno & Ernesto Villanueva, 2007. "The effects of the introduction of tax incentives on retirement savings," Banco de Espa�a Working Papers 0724, Banco de Espa�a.
    5. Jarkko Harju, 2012. "Voluntary pension savings and tax incentives: Evidence from Finland," Working Papers 33, Government Institute for Economic Research Finland (VATT).
    6. Corneo, Giacomo & Keese, Matthias & Schröder, Carsten, 2010. "The effect of saving subsidies on household saving: Evidence from Germany," Discussion Papers 2010/3, Free University Berlin, School of Business & Economics.
    7. 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.
    8. 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.
    9. Joel Horowitz & Sokbae 'Simon' 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.
    10. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    11. 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.
    12. 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.
    13. Susumu Imai & Hajime Katayama & Kala Krishna, 2006. "Protection for Sale or Surge Protection?," NBER Working Papers 12258, National Bureau of Economic Research, Inc.
    14. 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.
    15. 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.
    16. 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.
    17. 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.
    18. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.

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

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Giovanni Callegari & Giovanni Melina & Nicoletta Batini, 2012. "Successful Austerity in the United States, Europe and Japan," IMF Working Papers 12/190, International Monetary Fund.
    5. Beatrice Pierluigi & Jan Bruha & Roberta Serafini, 2014. "Euro area labour markets: Different reaction to shocks?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 34-60, November.
    6. Alexandre Belloni & Victor Chernozhukov, 2014. "Posterior inference in curved exponential families under increasing dimensions," Econometrics Journal, Royal Economic Society, vol. 17(2), pages S75-S100, 06.
    7. 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.
    8. Fitzenberger, Bernd & Winker, Peter, 2007. "Improving the computation of censored quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 88-108, September.
    9. Michael Creel & Dennis Kristensen, 2011. "Indirect likelihood inference," Working Papers 558, Barcelona Graduate School of Economics.
    10. Javier García - Cicco & Roque Montero, 2011. "Modeling Copper Price: A Regime-Switching Approach," Working Papers Central Bank of Chile 613, Central Bank of Chile.
    11. 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.
    12. Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2011. "Realized Laplace transforms for estimation of jump diffusive volatility models," Journal of Econometrics, Elsevier, vol. 164(2), pages 367-381, October.
    13. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
    14. Pedro Silos & Enchuan Shao & Shutao Cao, 2011. "Fixed-Term and Permanent Employment Contracts: Theory and Evidence," 2011 Meeting Papers 872, Society for Economic Dynamics.
    15. 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.
    16. Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011. "Introducing financial frictions and unemployment into a small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 1999-2041.
    17. Manuel Arellano & Stephane Bonhomme, 2006. "Robust Priors In Nonlinear Panel Data Models," Working Papers wp2006_0614, CEMFI.
    18. 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.
    19. 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.
    20. 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.
    21. 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.
    22. Pablo A. Guerrón-Quintana & James M. Nason, 2013. "Bayesian estimation of DSGE models," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512 Edward Elgar.
    23. 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.
    24. Kristoffer Nimark & Jarkko Jääskelä, 2008. "A medium-scale open economy model of Australia," Economics Working Papers 1210, Department of Economics and Business, Universitat Pompeu Fabra.
    25. 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.
    26. 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.
    27. George Monokroussos, 2005. "Dynamic Limited Dependent Variable Modeling and US Monetary Policy," Computing in Economics and Finance 2005 460, Society for Computational Economics.
    28. 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.
    29. Francisco Penaranda & Jon Danielsson, 2007. "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers dp586, Financial Markets Group.
    30. Han Hong & Bruce Preston, 2008. "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers 14284, National Bureau of Economic Research, Inc.
    31. 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.
    32. Olivier Coibion & Yuriy Gorodnichenko, 2008. "Strategic Interaction Among Heterogeneous Price-Setters In An Estimated DSGE Model," NBER Working Papers 14323, National Bureau of Economic Research, Inc.
    33. Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014. "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers 2014-13, CEPII research center.
    34. 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.
    35. Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena, 2012. "Estimators For Persistent And Possibly Nonstationary Data With Classical Properties," Econometric Theory, Cambridge University Press, vol. 28(05), pages 1003-1036, October.
    36. Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
    37. 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.
    38. Tony Lancaster & Sung Jae Jun, 2010. "Bayesian quantile regression methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 287-307.
    39. Thibaut Lamadon, 2014. "Productivity Shocks, Dynamic Contracts and Income Uncertainty," 2014 Meeting Papers 243, Society for Economic Dynamics.
    40. Alan J. Auerbach & Yuriy Gorodnichenko, 2012. "Measuring the Output Responses to Fiscal Policy," American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 1-27, May.
    41. 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.
    42. Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2014. "Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions," Melbourne Institute Working Paper Series wp2014n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    43. 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.
    44. Todorov, Viktor, 2011. "Econometric analysis of jump-driven stochastic volatility models," Journal of Econometrics, Elsevier, vol. 160(1), pages 12-21, January.
    45. Zubairy, Sarah, 2010. "Explaining the Effects of Government Spending Shocks," MPRA Paper 26051, University Library of Munich, Germany.
    46. 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.
    47. Stephanie Schmitt-Grohé & Martín Uribe, 2010. "Business Cycles With A Common Trend in Neutral and Investment-Specific Productivity," NBER Working Papers 16071, National Bureau of Economic Research, Inc.
    48. 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.
    49. Jean-Marc Robin & Costas Meghir & Jeremy Lise, 2009. "Matching, Sorting and Wages," 2009 Meeting Papers 180, Society for Economic Dynamics.
    50. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
    51. Liu, Xiaochun, 2013. "Markov-Switching Quantile Autoregression," MPRA Paper 55800, University Library of Munich, Germany.
    52. Soohyung Lee, 2008. "Preferences and Choice Constraints in Marital Sorting: Evidence From Korea," Discussion Papers 07-042, Stanford Institute for Economic Policy Research.
    53. 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.
    54. Alin 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.
    55. Michael Creel & Dennis Kristensen, 2015. "On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments," UFAE and IAE Working Papers 950.15, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 27 Feb 2015.
    56. 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.
    57. Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013. "Mismatch, Sorting and Wage Dynamics," NBER Working Papers 18719, National Bureau of Economic Research, Inc.
    58. 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.
    59. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
    60. Greg Kaplan, 2007. "Inequality and the Lifecycle," 2007 Meeting Papers 262, Society for Economic Dynamics.
    61. Bonciani, Dario, 2014. "Uncertainty shocks: it's a matter of habit," MPRA Paper 59370, University Library of Munich, Germany.
    62. Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc.
    63. 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.
    64. 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.
    65. Per Bjarte Solibakke, . "Describing the Phelix Forward Electric-Power Market. A Stochastic Volatility Model Approach," Energy and Environmental Modeling 2007 24000057, EcoMod.
    66. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    67. Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    68. Gabriela Nodari, 2013. "Financial Regulation Policy Uncertainty and Credit Spreads in the U.S," "Marco Fanno" Working Papers 0170, Dipartimento di Scienze Economiche "Marco Fanno".
    69. Huigang Chen & Alin Mirestean & Charalambos G. Tsangarides, 2011. "Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model," IMF Working Papers 11/230, International Monetary Fund.
    70. Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers 3, City University of New York Graduate Center, Ph.D. Program in Economics.
    71. 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.
    72. 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.
    73. Ching, Andrew & Ishihara, Masakazu, 2007. "The Effects of Detailing on Prescribing Decisions under Two-Sided Learning," MPRA Paper 4935, University Library of Munich, Germany.
    74. David Powell, 2010. "Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors," Working Papers 710-1, RAND Corporation Publications Department.
    75. 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.
    76. Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
    77. Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(01), pages 74-113, February.
    78. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014. "Estimating Fiscal Multipliers: News from a Nonlinear World," Melbourne Institute Working Paper Series wp2014n26, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    79. 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.
    80. Mumtaz, Haroon & Surico, Paolo, 2014. "The Transmission Mechanism in Good and Bad Times," CEPR Discussion Papers 10083, C.E.P.R. Discussion Papers.
    81. 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.
    82. 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.
    83. Mumtaz, Haroon & Surico, Paolo, 2011. "Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters," CEPR Discussion Papers 8233, C.E.P.R. Discussion Papers.
    84. Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
    85. Gregor Jarosch, 2014. "Falling off the Ladder - Earnings Losses from Job Loss," 2014 Meeting Papers 1248, Society for Economic Dynamics.
    86. 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.
    87. 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.
    88. 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.
    89. 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.
    90. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
    91. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers 0901, Southern Methodist University, Department of Economics.
    92. Hong, Han & Paarsch, Harry J. & Xu, Pai, 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," CEI Working Paper Series 2010-8, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    93. 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).
    94. Stephanie Schmitt‐Grohé & Martín Uribe, 2012. "What's News in Business Cycles," Econometrica, Econometric Society, vol. 80(6), pages 2733-2764, November.
    95. Bregantini, Daniele, 2013. "Moment-based estimation of stochastic volatility," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4755-4764.
    96. Jeremy Lise, 2013. "On-the-Job Search and Precautionary Savings," Review of Economic Studies, Oxford University Press, vol. 80(3), pages 1086-1113.
    97. Theodoridis, Konstantinos, 2011. "An efficient minimum distance estimator for DSGE models," Bank of England working papers 439, Bank of England.
    98. Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
    99. García, Juan Angel & Werner, Thomas, 2010. "Inflation risks and inflation risk premia," Working Paper Series 1162, European Central Bank.
    100. Michael Koenig, 2012. "The Formation of Networks with Local Spillovers and Limited Observability," Discussion Papers 11-004, Stanford Institute for Economic Policy Research.
    101. Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
    102. Javier García-Cicco, 2010. "Estimating Models for Monetary Policy Analysis in Emerging Countries," Working Papers Central Bank of Chile 561, Central Bank of Chile.

  30. 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.

    Cited by:

    1. 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.
    2. 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.
    3. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
    4. 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.
    5. Thomas Bassetti & Filippo Pavesi, 2015. "Electoral Contributions and the Cost of Unpopularity," "Marco Fanno" Working Papers 0195, Dipartimento di Scienze Economiche "Marco Fanno".
    6. Gabrielle Fack & Camille Landais, 2010. "Are Tax Incentives for Charitable Giving Efficient? Evidence from France," NBER Chapters, in: Income Taxation, Trans-Atlantic Public Economics Seminar (TAPES), pages 117-141 National Bureau of Economic Research, Inc.
    7. 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).
    8. 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.
    9. 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.
    10. 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.
    11. Haiqing Xu, . "Estimation of Discrete Games with Correlated Types," Department of Economics Working Papers 130909, The University of Texas at Austin, Department of Economics.
    12. 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.
    13. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    14. Bönke, Timm & Massarrat-Mashhadi, Nima & Sielaff, Christian, 2010. "Charitable giving in the German welfare state: Fiscal incentives and crowding out," Discussion Papers 2010/30, Free University Berlin, School of Business & Economics.
    15. Michael Berlemann & Marc-André Luik, 2014. "Institutional Reform and Depositors' Portfolio Choice - Evidence from Censored Quantile Regressions," CESifo Working Paper Series 4782, CESifo Group Munich.
    16. 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.
    17. 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.
    18. 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.
    19. Diaby, Aboubacar & Sylwester, Kevin, 2015. "Corruption and Market Competition: Evidence from Post-Communist Countries," World Development, Elsevier, vol. 66(C), pages 487-499.
    20. 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.
    21. Melly, Blaise, 2005. "Decomposition of differences in distribution using quantile regression," Labour Economics, Elsevier, vol. 12(4), pages 577-590, August.
    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. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    24. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
    25. 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.).
    26. 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.
    27. Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014. "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers 2014-13, CEPII research center.
    28. 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).
    29. 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.
    30. Schmillen, Achim & Möller, Joachim, 2012. "Distribution and determinants of lifetime unemployment," Labour Economics, Elsevier, vol. 19(1), pages 33-47.
    31. Jose A. F. Machado & J. M. C. Santos Silva, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 656, University of Essex, Department of Economics.
    32. 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.
    33. Tom Chang & Joshua S. Graff Zivin & Tal Gross & Matthew J. Neidell, 2014. "Particulate Pollution and the Productivity of Pear Packers," NBER Working Papers 19944, National Bureau of Economic Research, Inc.
    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. 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.
    36. 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].
    37. Ludsteck, Johannes & Haupt, Harald, 2007. "An Empirical Test of the Reder Hypothesis," Discussion Papers in Economics 1397, University of Munich, Department of Economics.
    38. 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.
    39. Florian Lehmer & Johannes Ludsteck, 2011. "The Immigrant Wage Gap in Germany: Are East Europeans Worse Off?," ERSA conference papers ersa10p769, European Regional Science Association.

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

    Cited by:

    1. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
    2. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    3. Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Discussion Papers Series, Department of Economics, Tufts University 0776, Department of Economics, Tufts University.
    4. Huiyu Huang & Tae-Hwy Lee, 2013. "Forecasting Value-at-Risk Using High-Frequency Information," Econometrics, MDPI, Open Access Journal, vol. 1(1), pages 127-140, June.
    5. 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.
    6. Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2009. "Evaluating Value-at-Risk models via Quantile Regression," Economics Working Papers we094625, Universidad Carlos III, Departamento de Economía.
    7. Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
    8. 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.
    9. 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.
    10. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
    11. DeRossi, G. & Harvey, A., 2006. "Time-Varying Quantiles," Cambridge Working Papers in Economics 0649, Faculty of Economics, University of Cambridge.
    12. Kostov, Philip & Patton, Myles & Moss, Joan E. & McErlean, Seamus, 2005. "Does Gibrat's Law Hold Amongst Dairy Farmers in Northern Ireland?," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24775, European Association of Agricultural Economists.
    13. Cappiello, Lorenzo & Gérard, Bruno & Manganelli, Simone, 2005. "Measuring comovements by regression quantiles," Working Paper Series 0501, European Central Bank.
    14. Meligkotsidou, Loukia & Vrontos, Ioannis D. & Vrontos, Spyridon D., 2009. "Quantile regression analysis of hedge fund strategies," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 264-279, March.
    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, 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.
    18. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
    19. Engle, Robert F. & Manganelli, Simone, 2001. "Value at risk models in finance," Working Paper Series 0075, European Central Bank.
    20. 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.
    21. Marcelo Bianconi & Joe A. Yoshino, 2012. "Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation," Discussion Papers Series, Department of Economics, Tufts University 0772, Department of Economics, Tufts University.
    22. Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
    23. Dias, Alexandra, 2013. "Market capitalization and Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5248-5260.
    24. 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.
    25. Carlos Castro & Stijn Ferrari, 2011. "Measuring and testing for the systemically important financial institutions," DOCUMENTOS DE TRABAJO 008779, UNIVERSIDAD DEL ROSARIO.
    26. 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.
    27. 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.
    28. Xiao, Zhijie, 2009. "Quantile cointegrating regression," Journal of Econometrics, Elsevier, vol. 150(2), pages 248-260, June.
    29. 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.
    30. Filip Zikes & Jozef Barunik, 2013. "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," Papers 1308.4276, arXiv.org.
    31. 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.
    32. López-Espinosa, Germán & Rubia, Antonio & Valderrama, Laura & Antón, Miguel, 2013. "Good for one, bad for all: Determinants of individual versus systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 287-299.
    33. Di, Junpeng & Zhu, Pingfang, 2015. "A method for evaluating the extreme risk sources of financial markets: The case of stock markets in China," Global Finance Journal, Elsevier, vol. 26(C), pages 18-28.
    34. Rubia, Antonio & Sanchis-Marco, Lidia, 2013. "On downside risk predictability through liquidity and trading activity: A dynamic quantile approach," International Journal of Forecasting, Elsevier, vol. 29(1), pages 202-219.
    35. 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.
    36. Zongwu Cai & Xian Wang, 2013. "Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall," Papers 2013-10-14, Working Paper.

  32. Yildiz, Muhamet & Acemoglu, Daron & Chernozhukov, Victor, 0. "Fragility of asymptotic agreement under Bayesian learning," Theoretical Economics, Econometric Society.
    See citations under working paper version above.

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 21 Dec 2012.

    Cited by:

    1. Gabrielle Fack & Camille Landais, 2013. "The effect of tax enforcement on tax elasticities: Evidence from charitable contributions in France," Economics Working Papers 1406, Department of Economics and Business, Universitat Pompeu Fabra.
    2. 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.
    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.

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