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- W2783685605 abstract "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." @default.
- W2783685605 created "2018-01-26" @default.
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- W2783685605 date "2018-01-01" @default.
- W2783685605 modified "2023-09-28" @default.
- W2783685605 title "Censored Quantile Instrumental Variable Estimation with Stata" @default.
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- W2783685605 doi "https://doi.org/10.3386/w24232" @default.
- W2783685605 hasPublicationYear "2018" @default.
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