2013/03/25 by Victor Chernozhukov, V. Chernozhukov, Christian Hansen +1 · 69 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Causal Inference Techniques #Endogeneity #Estimation #Focus (optics) #Identification (biology) #Instrumental variable #Key (lock) #Monetary Policy and Economic Impact #Point (geometry) #Quantile #Statistical Methods and Inference #econ.EM #msc:62P20 #stat.AP
paper · pdf · doi:10.1146/annurev-economics-080511-110952
published in Annual Review of Economics 5(1), 57-81 (Annual Reviews) · 32 pages
openalex publication_date 2013/03/25 · arxiv created 2013/03/28 · arxiv updated 2017/10/03 · openalex created_date 2020/11/23 · openalex updated_date 2026/08/05
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.