Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction
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Keywordsquantile regression; instrumental variables; weak identification;
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2011-10-09 (Econometrics)
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