Arbeitspapier

Quantile models with endogeneity

In this article, we review quantile models with endogeneity. We focus on models that achieve indentification 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). We illustrate the modelling assumptions through economically motivated examples. We also briefly review the literature on estimation and inference.

Language
Englisch

Bibliographic citation
Series: cemmap working paper ; No. CWP25/13

Classification
Wirtschaft
Subject
identification
treatment effects
structural models
instrumental variables

Event
Geistige Schöpfung
(who)
Chernozhukov, Victor
Hansen, Christian
Event
Veröffentlichung
(who)
Centre for Microdata Methods and Practice (cemmap)
(where)
London
(when)
2013

DOI
doi:10.1920/wp.cem.2013.2513
Handle
Last update
10.03.2025, 11:47 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Chernozhukov, Victor
  • Hansen, Christian
  • Centre for Microdata Methods and Practice (cemmap)

Time of origin

  • 2013

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