| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w24232 |
| 来源ID | Working Paper 24232 |
| Censored Quantile Instrumental Variable Estimation with Stata | |
| Victor Chernozhukov; Iván Fernández-Val; Sukjin Han; Amanda Kowalski | |
| 发表日期 | 2018-01-22 |
| 出版年 | 2018 |
| 语种 | 英语 |
| 摘要 | Many applications involve a censored dependent variable and an endogenous independent variable. Chernozhukov, Fernandez-Val, and Kowalski (2015) introduced a censored quantile instrumental variable estimator (CQIV) for use in those applications, which has been applied by Kowalski (2016), among others. In this article, we introduce a Stata command, cqiv, that simplifes application of the CQIV estimator in Stata. We summarize the CQIV estimator and algorithm, we describe the use of the cqiv command, and we provide empirical examples. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w24232 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/581905 |
| 推荐引用方式 GB/T 7714 | Victor Chernozhukov,Iván Fernández-Val,Sukjin Han,et al. Censored Quantile Instrumental Variable Estimation with Stata. 2018. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w24232.pdf（336KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
