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 and Hansen (2005). We illustrate the modelling assumptions through economically motivated examples. We also briefly review the literature on estimation and inference.
Authors
Chicago GSB
Working Paper details
- DOI
- 10.1920/wp.cem.2013.2513
- Publisher
- cemmap
Suggested citation
Chernozhukov, V and Hansen, C. (2013). Quantile models with endogeneity. London: cemmap. Available at: https://ifs.org.uk/publications/quantile-models-endogeneity (accessed: 26 April 2024).
Related documents
More from IFS
Understand this issue
Where next for the state pension?
13 December 2023
Social mobility and wealth
12 December 2023
Autumn Statement 2023: IFS analysis
23 November 2023
Policy analysis
Recent trends in and the outlook for health-related benefits
19 April 2024
Progression of nurses within the NHS
12 April 2024
Regional variation in earnings and the retention of NHS staff in Agenda for Change bands 1 to 4
10 April 2024
Academic research
Police infrastructure, police performance, and crime: Evidence from austerity cuts
24 April 2024
Imagine your life at 25: Gender conformity and later-life outcomes
24 April 2024
A senior doctor like me: Gender match and occupational choice
24 April 2024