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摘要翻译：
在这篇文章中，我们回顾了具有内生性的分位数模型。我们重点讨论了通过使用工具变量实现辨识的模型，并讨论了获得部分和点辨识的条件。我们详细讨论了关键条件，包括单调性和满秩型条件。在提供这篇评论中，我们更新了Chernozhukov和Hansen(2005，Econometrica)的鉴定结果。我们通过经济动机的例子来说明建模假设。我们还简要回顾了有关估计和推理的文献。关键词：识别，治疗效果，结构模型，工具变量
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英文标题：
《Quantile Models with Endogeneity》
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作者：
Victor Chernozhukov, Christian Hansen
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最新提交年份：
2013
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分类信息：
一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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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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英文摘要：
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss key conditions, which include monotonicity and full-rank-type conditions, in detail. In providing this review, we update the identification results of Chernozhukov and Hansen (2005, Econometrica). We illustrate the modeling assumptions through economically motivated examples. We also briefly review the literature on estimation and inference. Key Words: identification, treatment effects, structural models, instrumental variables
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PDF链接：
https://arxiv.org/pdf/1303.7050
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