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
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
instrumental variable
quantile regression
endogeneity
mixed integer optimization
Event
Geistige Schöpfung
(who)
Chen, Le-yu
Lee, Sokbae
Lee, Sokbae
Event
Veröffentlichung
(who)
Centre for Microdata Methods and Practice (cemmap)
(where)
London
(when)
2017
- DOI
-
doi:10.1920/wp.cem.2017.5217
- Handle
- Last update
-
20.09.2024, 8:21 AM CEST
Object type
- Arbeitspapier
Associated
- Chen, Le-yu
- Lee, Sokbae
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2017
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Local identification of nonparametric and semiparametric models
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The identification power of smoothness assumptions in models with counterfactual outcomes
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Decentralization estimators for instrumental variable quantile regression models
Vector quantile regression
A note on specification testing in some structural regression models
Identifying the effect of persuasion
Identifying the effect of persuasion
Identifying the effect of persuasion
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
Local identification of nonparametric and semiparametric models
Doubly robust uniform confidence band for the conditional average treatment effect function
The identification power of smoothness assumptions in models with counterfactual outcomes
Nonparametric instrumental variables estimation of a quantile regression model
Decentralization estimators for instrumental variable quantile regression models
Vector quantile regression
A note on specification testing in some structural regression models
Identifying the effect of persuasion
Identifying the effect of persuasion
Identifying the effect of persuasion
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
Local identification of nonparametric and semiparametric models
Doubly robust uniform confidence band for the conditional average treatment effect function