摘要翻译:
许多应用涉及一个删失因变量和一个内生自变量。切尔诺朱科夫等人。(2015)提出了一种用于这些应用的删失分位数工具变量估计器(CQIV),该估计器已由Kowalski(2016)等应用。在本文中,我们介绍了一个Stata命令cqiv,它简化了cqiv估计量在Stata中的应用。我们总结了CQIV估计器和算法,描述了CQIV命令的使用,并提供了经验示例。
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英文标题:
《Censored Quantile Instrumental Variable Estimation with Stata》
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作者:
Victor Chernozhukov, Iv\'an Fern\'andez-Val, Sukjin Han and Amanda
Kowalski
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最新提交年份:
2019
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Statistics 统计学
二级分类:Computation 计算
分类描述:Algorithms, Simulation, Visualization
算法、模拟、可视化
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英文摘要:
Many applications involve a censored dependent variable and an endogenous independent variable. Chernozhukov et al. (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.
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PDF链接:
https://arxiv.org/pdf/1801.05305