论文标题
仪器可变分位回归
Instrumental Variable Quantile Regression
论文作者
论文摘要
本章回顾了Chernozhukov and Hansen（2005）的仪器变量回归模型。我们讨论用于识别该模型中结构分位效应的关键条件，其中包括仪器的可用性以及对结构干扰等级的限制。我们概述了几种获得点估计并执行模型参数统计推断的方法。最后，我们指出了未来研究的可能方向。
This chapter reviews the instrumental variable quantile regression model of Chernozhukov and Hansen (2005). We discuss the key conditions used for identification of structural quantile effects within this model which include the availability of instruments and a restriction on the ranks of structural disturbances. We outline several approaches to obtaining point estimates and performing statistical inference for model parameters. Finally, we point to possible directions for future research.
