Quantile Models with Endogeneity

被引：47

作者：

Chernozhukov, V. ^{[1
]}

Hansen, C. ^{[2
]}

机构：

[1] MIT, Dept Econ, Cambridge, MA 02142 USA

[2] Univ Chicago, Booth Sch Business, Chicago, IL 60637 USA

来源：

ANNUAL REVIEW OF ECONOMICS, VOL 5 | 2013年 / 5卷

关键词：

identification; treatment effects; structural models; instrumental variables; INSTRUMENTAL VARIABLE ESTIMATION; WEAK IDENTIFICATION; REGRESSION; INFERENCE;

D O I：

10.1146/annurev-economics-080511-110952

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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 & Hansen (2005). We illustrate the modeling assumptions through economically motivated examples. We also briefly review the literature on estimation and inference.

引用

页码：57 / 81

页数：25

共 64 条

[1] Instrumental variables estimates of the effect of subsidized training on the quantiles of trainee earnings [J].