Victor Chernozhukov, Christian Hansen
arXiv 28 Mar 2013 · Statistics — Applications · 19 citations (OpenAlex)
arXiv:1303.7050 · PDF · DOI · OpenAlex · Extracted main text
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss key conditions, which include monotonicity and full-rank-type conditions, in detail. In providing this review, we update the identification results of Chernozhukov and Hansen (2005, Econometrica). We illustrate the modeling assumptions through economically motivated examples. We also briefly review the literature on estimation and inference. Key Words: identification, treatment effects, structural models, instrumental variables
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chernozhukov and Hansen (2005) An IV Model of Quantile Treatment Effects | 1.000 | 16 | 6 | 100% |
| 2 | Berry and Haile (2010) Identification in Differentiated Products Markets Using Market Level Data | 1.000 | 11 | 3 | 100% |
| 3 | Abadie, Angrist, and Imbens (2002) Instrumental variables estimates of the effect of subsidized training on the quantiles of trainee earnings | 1.000 | 9 | 4 | 100% |
| 4 | Chernozhukov and Hansen (2008) Instrumental variable quantile regression: A robust inference approach | 1.000 | 8 | 3 | 100% |
| 5 | Imbens and Newey (2009) Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity | 1.000 | 7 | 3 | 100% |
| 6 | Lee (2007) Endogeneity in quantile regression models: A control function approach | 0.928 | 4 | 3 | 100% |
| 7 | Chernozhukov, Hansen, and Jansson (2009) Finite sample inference for quantile regression models | 0.928 | 4 | 3 | 100% |
| 8 | Chernozhukov and Hansen (2004) The Effects of 401(k) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis | 0.843 | 3 | 3 | 100% |
| 9 | Jun (2008) Weak Identification Robust Tests in an Instrumental Quantile Model | 0.843 | 3 | 3 | 100% |
| 10 | Mas-Colell (1979) Homeomorphisms of compact, convex sets and the Jacobian matrix | 0.811 | 5 | 2 | 80% |
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