Instrumental variable quantile regression: a robust inference approach
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Publication:290966
DOI10.1016/J.JECONOM.2007.06.005zbMATH Open1418.62154OpenAlexW2069836700MaRDI QIDQ290966FDOQ290966
Authors: Victor Chernozhukov, C. Hansen
Publication date: 3 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.06.005
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Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)
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Cited In (60)
- Inconsistency transmission and variance reduction in two-stage quantile regression
- Moment estimation for censored quantile regression
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