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Citations for "Instrumental variable quantile regression: A robust inference approach"

by Chernozhukov, Victor & Hansen, Christian

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  1. Sieger, Philip, 2013. "Job Losses and Criminal Gains: Analyzing the Effect of Unemployment on Criminal Activity," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79929, Verein für Socialpolitik / German Economic Association.
  2. Thomas Bassetti & Filippo Pavesi, 2015. "Electoral Contributions and the Cost of Unpopularity," "Marco Fanno" Working Papers 0195, Dipartimento di Scienze Economiche "Marco Fanno".
  3. repec:dgr:kubcen:200925 is not listed on IDEAS
  4. Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," Working Papers halshs-00854527, HAL.
  5. 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.
  6. Changhui Kang & Myoung-jae Lee, 2009. "Performance of Various Estimators for Censored Response Models with Endogenous Regressors," Discussion Paper Series 0905, Institute of Economic Research, Korea University.
  7. 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.
  8. Matano, Alessia & Naticchioni, Paolo, 2012. "Rent Sharing as a Driver of the Glass Ceiling Effect," IZA Discussion Papers 6875, Institute for the Study of Labor (IZA).
  9. 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.
  10. Klomp, Jeroen, 2013. "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 641-653.
  11. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
  12. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
  13. 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.
  14. 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).
  15. Kaushal, Kaushalendra Kumar, 2014. "Pathway from nutrition intake to wage among elementary workers in India," MPRA Paper 56652, University Library of Munich, Germany.
  16. 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).
  17. David Powell, 2010. "Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors," Working Papers 710-1, RAND Corporation Publications Department.
  18. 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.
  19. David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers 816, RAND Corporation Publications Department.
  20. Andini, Monica & Andini, Corrado, 2014. "Finance, growth and quantile parameter heterogeneity," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 308-322.
  21. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
  30. 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.
  31. 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.
  32. Dambala Gelo & Steven F. Koch & Edwin Muchapondwah, 2013. "Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management," Working Papers 201388, University of Pretoria, Department of Economics.
  33. 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).
  34. 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.
  35. repec:dgr:uvatin:2011137 is not listed on IDEAS
  36. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
  37. 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.
  38. 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.
  39. Simone Balestra & Uschi Backes-Gellner, 2013. "Heterogeneous Returns to Education Over Wage Distribution: Who Pro ts the Most?," Economics of Education Working Paper Series 0091, University of Zurich, Institute for Strategy and Business Economics (ISU), revised Dec 2013.
  40. 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.
  41. 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.
  42. repec:dgr:uvatin:20110137 is not listed on IDEAS
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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.
  54. Ot�vio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
  55. Umkehrer, Matthias, 2013. "Youth Employment Instability, True State Dependence and Adult Wage Inequality," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80014, Verein für Socialpolitik / German Economic Association.
  56. 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.
  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., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
  59. 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.
  60. Oliver Himmler, 2009. "The Effects of School Competition on Academic Achievement and Grading Standards," CESifo Working Paper Series 2676, CESifo Group Munich.
  61. 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.
  62. 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.
  63. 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).
  64. 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.
  65. 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.
  66. 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.
  67. 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).
  68. 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.
  69. Tae-Hwan Kim & Christophe Muller, 2012. "A test for endogeneity in conditional quantile models," Working papers 2012rwp-49, Yonsei University, Yonsei Economics Research Institute.
  70. 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.
  71. 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.
  72. 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.
  73. 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.
  74. 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).
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