Arbeitspapier
Exact computation of GMM estimators for instrumental variable quantile regression models
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP52/17
- Classification
-
Wirtschaft
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Optimization Techniques; Programming Models; Dynamic Analysis
Computational Techniques; Simulation Modeling
- Subject
-
generalized method of moments
instrumental variable
quantile regression
endogeneity
mixed integer optimization
- Event
-
Geistige Schöpfung
- (who)
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Chen, Le-yu
Lee, Sokbae
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2017
- DOI
-
doi:10.1920/wp.cem.2017.5217
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Chen, Le-yu
- Lee, Sokbae
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2017
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Subset-continuous-updating GMM estimators for dynamic panel data models
Conditional Quantile Estimators: A Small Sample Theory
Finite sample inference for GMM estimators in linear panel data models
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