Title: On the Performance of Some Robust Instrumental Variables Estimators
Abstract: This article considers instrumental variables versions of the quantile and rank regression estimators. The asymptotic properties of the estimators are discussed, and a small-scale Monte Carlo study is used to illustrate the potential advantages of the approach. Finally, the proposed methods are implemented for two empirical examples.
Publication Year: 2004
Publication Date: 2004-01-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 53
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