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An IV model of quantile treatment effects

Chernozhukov, Victor (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001647454

Likelihood inference in a class of nonregular econometric models

Chernozhukov, Victor (contributor); Hong, Han (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001647459

Likelihood estimation and inference in a class of nonregular econometric models

Chernozhukov, Victor; Hong, Han - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1445-1480

Persistent link: https://www.econbiz.de/10002197458

Quantile regression under misspecification, with an application to the U.S. wage structure

Angrist, Joshua D.; Chernozhukov, Victor; … - 2004

Persistent link: https://www.econbiz.de/10002025732

An IV model of quantile treatment effects

Chernozhukov, Victor; Hansen, Christian Bailey - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 1, pp. 245-261

Persistent link: https://www.econbiz.de/10002568118

Quantile regression under misspecification with an application to the US wage structure

Angrist, Joshua D. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002125243

The effects of 401(k) participation on the wealth distribution : an instrumental quantile regression analysis

Chernozhukov, Victor; Hansen, Christian Bailey - In: The review of economics and statistics 86 (2004) 3, pp. 735-751

Persistent link: https://www.econbiz.de/10002223333

An MCMC approach to classical estimation

Chernozhukov, Victor; Hong, Han - In: Journal of econometrics 115 (2003) 2, pp. 293-346

Persistent link: https://www.econbiz.de/10006762351

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks

Chernozhukov, Victor; Fernández‐Val, Iván - 2011

Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the impact of a set of regressors on the conditional distribution of an outcome. Extremal quantile regression, or quantile regression applied to the tails, is of interest in many...

Persistent link: https://www.econbiz.de/10014178700

Quantile Regression with Censoring and Endogeneity

Chernozhukov, Victor; Fernández‐Val, Iván; … - 2011

In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal semiparametrically with censoring, with a control variable approach to...

Persistent link: https://www.econbiz.de/10014182968