Exact computation of GMM estimators for instrumental variable quantile regression models
| Year of publication: |
2017
|
|---|---|
| Authors: | Chen, Le-yu ; Lee, Sokbae |
| Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
| Subject: | generalized method of moments | instrumental variable | quantile regression | endogeneity | mixed integer optimization |
| Series: | cemmap working paper ; CWP52/17 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 10.1920/wp.cem.2017.5217 [DOI] 1010768492 [GVK] hdl:10419/189786 [Handle] RePEc:ifs:cemmap:52/17 [RePEc] |
| Classification: | C21 - Cross-Sectional Models; Spatial Models ; c26 ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
| Source: |
Persistent link: https://www.econbiz.de/10011941521