Quantile Models with Endogeneity
综述了使用工具变量处理内生性的分位数模型，讨论了部分识别和点识别的条件，并更新了Chernozhukov & Hansen (2005)的识别结果，适合对分位数回归和内生性感兴趣的计量经济学研究者。
In this article, we review quantile models with endogeneity. We focus on models that achieve identification 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 & Hansen (2005) . We illustrate the modeling assumptions through economically motivated examples. We also briefly review the literature on estimation and inference.