On the Performance of Some Robust Instrumental Variables Estimators
考虑分位数和秩回归估计量的工具变量版本，讨论其渐近性质，通过小规模蒙特卡洛研究展示潜在优势，并应用于两个实证例子。
This article considers instrumental variables versions of the quantile and rank regression estimators. The asymptotic properties of the estimators are discussed, and a small-scale Monte Carlo study is used to illustrate the potential advantages of the approach. Finally, the proposed methods are implemented for two empirical examples.