Microeconometrics with partial identification

F Molinari - Handbook of econometrics, 2020 - Elsevier
This chapter reviews the microeconometrics literature on partial identification, focusing on
the developments of the last thirty years. The topics presented illustrate that the available …

Quantile models with endogeneity

V Chernozhukov, C Hansen - Annu. Rev. Econ., 2013 - annualreviews.org
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 …

An IV model of quantile treatment effects

V Chernozhukov, C Hansen - Econometrica, 2005 - Wiley Online Library
The ability of quantile regression models to characterize the heterogeneous impact of
variables on different points of an outcome distribution makes them appealing in many …

Instrumental quantile regression inference for structural and treatment effect models

V Chernozhukov, C Hansen - Journal of Econometrics, 2006 - Elsevier
We introduce a class of instrumental quantile regression methods for heterogeneous
treatment effect models and simultaneous equations models with nonadditive errors and …

Estimation of semiparametric models when the criterion function is not smooth

X Chen, O Linton, I Van Keilegom - Econometrica, 2003 - Wiley Online Library
We provide easy to verify sufficient conditions for the consistency and asymptotic normality
of a class of semiparametric optimization estimators where the criterion function does not …

Conformalized survival analysis

E Candès, L Lei, Z Ren - Journal of the Royal Statistical Society …, 2023 - academic.oup.com
In this paper, we develop an inferential method based on conformal prediction, which can
wrap around any survival prediction algorithm to produce calibrated, covariate-dependent …

Endogeneity in quantile regression models: A control function approach

S Lee - Journal of Econometrics, 2007 - Elsevier
This paper considers a linear triangular simultaneous equations model with conditional
quantile restrictions. The paper adjusts for endogeneity by adopting a control function …

Quantile regression with censoring and endogeneity

V Chernozhukov, I Fernández-Val, AE Kowalski - Journal of Econometrics, 2015 - Elsevier
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) …

Moral hazard, adverse selection, and health expenditures: A semiparametric analysis

P Bajari, C Dalton, H Hong… - The RAND Journal of …, 2014 - Wiley Online Library
Theoretical models predict asymmetric information in health insurance markets may
generate inefficient outcomes due to adverse selection and moral hazard. However …

Generalized instrumental variable models

A Chesher, AM Rosen - Econometrica, 2017 - Wiley Online Library
This paper develops characterizations of identified sets of structures and structural features
for complete and incomplete models involving continuous or discrete variables. Multiple …