Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062596 | Economics Letters | 2007 | 6 Pages |
Abstract
We consider asymptotic and finite sample confidence bounds in instrumental variables quantile regressions of wages on schooling with relatively weak instruments. We find practically important differences between the asymptotic and finite sample interval estimates.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Victor Chernozhukov, Christian Hansen, Michael Jansson,