Quantile Regression with Censoring and Endogeneity

Victor Chernozhukov, Iván Fernández-Val, Amanda E. Kowalski

NBER Working Paper No. 16997
Issued in April 2011

---- Acknowledgements ----

We thank Denis Chetverikov and Sukjin Han for excellent comments and capable research assistance. We are grateful to Richard Blundell for providing us the data for the empirical application. Stata software to implement the methods developed in the paper is available in Amanda Kowalski's web site at http://www.econ.yale.edu/ak669/research.html. We gratefully acknowledge research support from the NSF. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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