Exact computation of GMM estimators for instrumental variable quantile regression models
将工具变量分位数回归中的广义矩方法估计问题转化为混合整数二次规划，实现估计量的精确计算，并通过蒙特卡洛实验和鱼类需求应用验证其有效性。
Summary We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression (IVQR) models can be equivalently formulated as a mixed‐integer quadratic programming problem. This enables exact computation of the GMM estimators for the IVQR models. We illustrate the usefulness of our algorithm via Monte Carlo experiments and an application to demand for fish.