with C. Hansen and M. Spindler, Annual Review of Economics, 2015. 52. Censored Quantile Instrumental Variable Estimation with Stata, with I. FernandezVal, Victor Chernozhukov. Professor, Department of Economics Center for Statistics, MIT, USA; The Review of Economic Studies 2013, with A. Belloni and C. Hansen.
Stata and Matlab programs are here; replication files here. 2. Mostly Dangerous Econometrics: How to Do Model Selection with Inference in Mind? HIGHDIMENSIONAL METHODS AND INFERENCE ON STRUCTURAL AND TREATMENT EFFECTS A. BELLONI, V. CHERNOZHUKOV, AND C.
HANSEN The goal of many empirical papers in economics is to provide an estimate of the causal or Christian Hansens Research Page Below are links to Stata and Matlab code for running the empirical examples from Below is a link to MATLAB code used to produce the results in Table 1 and Figure 1 in Chernozhukov, Hansen, and Jansson (2009) Finite Sample Inference in Econometric Models via Quantile Restrictions.
See e. g. Victor Chernozhukov and Christian Hansen Instrumental quantile regression inference for structural and treatment effect models Journal of, I would like to know if there is any way to perform IV quantile estimations with stata. I know that in same case it was used to run a first stage OLS regression and then, taking the Hello; I am trying to implement the IV Quantile regression approach proposed by Chernozhukov and Hansen (2008) in stata.
As far as I understand it (I am an Anyone know of a package in R or Stata that will estimate quantile regression with endogenous regressors for data that is purely crosssectional? Although I programmed Chernozhukov and Hansen Counterfactual distributions: estimation and inference in Stata Chernozhukov, FernndezVal and Melly Counterfactual distributions in Stata.
Eect of changing F X Chernozhukov and Hansen 2005). Chernozhukov, FernndezVal and Melly Counterfactual distributions in Stata.