Quantile Uncorrelation and Instrumental Regressions
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References listed on IDEAS
- Koenker,Roger, 2005.
"Quantile Regression,"
Cambridge Books,
Cambridge University Press, number 9780521608275.
- Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731.
- Honore, Bo E & Hu, Luojia, 2004. "On the Performance of Some Robust Instrumental Variables Estimators," Journal of Business & Economic Statistics, American Statistical Association, vol. 22(1), pages 30-39, January.
- Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
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Cited by:
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- Matthew A. Masten & Alexandre Poirier, 2022. "Choosing Exogeneity Assumptions in Potential Outcome Models," Papers 2205.02288, arXiv.org.
- Le‐Yu Chen & Sokbae Lee, 2018.
"Exact computation of GMM estimators for instrumental variable quantile regression models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 553-567, June.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers 52/17, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers CWP52/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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