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econ.EM2018
Decentralization Estimators for Instrumental Variable Quantile Regression Models
Hiroaki Kaido, Kaspar Wuthrich
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates. Howe…
econ.EM2018
Moment Inequalities in the Context of Simulated and Predicted Variables
Hiroaki Kaido, Jiaxuan Li, Marc Rysman
This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level se…