On the Performance of Some Robust Instrumental Variables Estimators
By Bo E. Honoré, Luojia Hu. 2004
64 citations recorded by the source corpus.
Subfields: Sociology and Political Science, Soil Science, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/264294d63eedfa0b927ecbcdab120eb805c877bc
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In Sociology and Political Science
- Charalambos G. Tsangarides
- S. Lee
- James B. McDonald
- Christian Hansen
- G. Dufrénot
- Victor Chernozhukov
- Whitney K. Newey
- Liangjun Su
In Soil Science
In Statistics and Probability
- Victor Chernozhukov
- Christian Hansen
- Liangjun Su
- Whitney K. Newey
- S. Lee
- D. Chetverikov
- Zhenlin Yang
- Xiaohong Chen
Citations in the corpus
- Instrumental Variable Quantile Estimation of Spatial Autoregressive Models (2007, background): “…works on quantile regression with endogenous regressors include Abadie, Angrist and Imbens (2002), Sakata (2007), Ma and Koenker (2006), Hong and Tamer (2003), Honoré and Hu (2004), Sokbae Lee (2007), and Blundel and Powell (2007). coefficients only under the assumption that the data are iid.”
- Instrumental Variables Estimation With Flexible Distributions (2007, background): “Honoré and Hu (2004) also considered estimation based on residual ranks.”
- The trade-growth nexus in the developing countries: a quantile regression approach (2010, background): “From a methodological viewpoint, Koenker (2004) points out that quantile regressions in panel data with a large number of cross-sectional units and relatively short time periods may result in a large number of individual fixed effects and can alter the estimation of the other parameters of interest.”
- Endogeneity in Quantile Regression Models: A Control Function Approach (2004, background): “Angrist, and Imbens (2002), Imbens and Newey (2003), Hong and Tamer (2003) , Chesher”
- An IV Model of Quantile Treatment Effects (2002, methodology): “2) are essential for identification in the control function strategies used by Chesher (2003) and Imbens and Newey (2003). However, this condition expressly requires the instrument Z to be independent of the disturbances in the whole system, thus ruling out potentially useful instruments that will r”