Instrumental Variable Quantile Regression

The paper develops estimation and inference methods for econometric models with partial identification, focusing on models defined by moment inequalities and equalities. Main applications of this framework include analysis of game-theoretic models, regression with missing and mismeasured data, bounds in structural quantile models, and bounds in asset pricing, among others.

• Publication year

  2004

• Venue

  arXiv: Econometrics

• Publication date

  2004-10-15

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1201/9781315120256-9arXiv 2009.00436
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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