Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction

SSRN Electronic Journal

doi 10.2139/ssrn.1935000

Full Text

Abstract

Available in

Date

January 1, 2011

Authors

Shinichi Sakata

Publisher

Elsevier BV

Related search

Instrumental Variable Quantile Regression: A Robust Inference Approach

Journal of Econometrics

Philosophy of Science

Applied Mathematics

French

Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

English

Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

Working Paper Series

English

Non-Asymptotic Inference in Instrumental Variables Estimation

French

Estimation and Inference With Weak, Semi-Strong, and Strong Identification

SSRN Electronic Journal

English

Censored Quantile Instrumental-Variable Estimation With Stata

English

A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures

Annales d'Économie et de Statistique

English

Robust Instrumental Variables and Accelerated Life Regressions

English

Conditional Monte Carlo Estimation of Quantile Sensitivities

Management Science

Management Science

Operations Research

Spanish