Please use this identifier to cite or link to this item:
Chernozhukov, Victor
Hansen, Christian
Year of Publication: 
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP25/13
In this article, we review quantile models with endogeneity. We focus on models that achieve indentification 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 and Hansen (2005). We illustrate the modelling assumptions through economically motivated examples. We also briefly review the literature on estimation and inference.
treatment effects
structural models
instrumental variables
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
330.11 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.