INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION

• Published in: Econometric theory Vol. 37; no. 1; pp. 169 - 204
• Main Author: Ura, Takuya
• Format: Journal Article
• Language: English
• Published: New York, USA Cambridge University Press 01.02.2021
• Subjects: Econometrics; Economic theory; Endogenous; Measurement; Regression analysis

This article investigates the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, Econometrica 73, 245–261; 2013, Annual Review of Economics, 5, 57–81) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly obser...