On the Performance of Some Robust Instrumental Variables Estimators


Honoré, Bo E., and Luojia Hu. 2004. “On the Performance of Some Robust Instrumental Variables Estimators.” Journal of Business and Economic Statistics 22 (1): 30-39.

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This article considers instrumental variables versions of the quantile and rank regression estimators. The asymptotic properties of the estimators are discussed, and a small-scale Monte Carlo study is used to illustrate the potential advantages of the approach. Finally, the proposed methods are implemented for two empirical examples.


Accession Number: 0677395 . Keywords: Instrumental Variables; Regression. Geographic Descriptors: S. Africa; U.S.. Publication Type: Journal Article. Update Code: 200403

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Last updated on 12/28/2018