On the Performance of Some Robust Instrumental Variables Estimators

Bo E. Honoré, Luojia Hu

Research output: Contribution to journalArticlepeer-review

27 Scopus citations


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.

Original languageEnglish (US)
Pages (from-to)30-39
Number of pages10
JournalJournal of Business and Economic Statistics
Issue number1
StatePublished - Jan 2004

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Social Sciences (miscellaneous)
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty


  • Endogeneity
  • Quantile regression
  • Rank regression


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