152 citations · 285 across the 23 of their papers we have counts for
Showing econ.EMShow all
2 papers · 1 filter
econ.EM2020★ 2 cited
Instrumental Variable Quantile Regression
Victor Chernozhukov, Christian Hansen, Kaspar Wuthrich
This chapter reviews the instrumental variable quantile regression model of Chernozhukov and Hansen (2005). We discuss the key conditions used for identification of structural quan…
econ.EM2017★ 2 cited
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
Alexandre Belloni, Christian Hansen, Whitney Newey
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In this work we allow for models with many endogenous…