{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T00:48:57Z","timestamp":1777596537058,"version":"3.51.4"},"reference-count":33,"publisher":"Wiley","issue":"4","license":[{"start":{"date-parts":[[2018,3,13]],"date-time":"2018-03-13T00:00:00Z","timestamp":1520899200000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2018,6]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression (IVQR) models can be equivalently formulated as a mixed\u2010integer quadratic programming problem. This enables exact computation of the GMM estimators for the IVQR models. We illustrate the usefulness of our algorithm via Monte Carlo experiments and an application to demand for fish.<\/jats:p>","DOI":"10.1002\/jae.2619","type":"journal-article","created":{"date-parts":[[2018,3,15]],"date-time":"2018-03-15T10:54:37Z","timestamp":1521111277000},"page":"553-567","source":"Crossref","is-referenced-by-count":24,"title":["Exact computation of GMM estimators for instrumental variable quantile regression models"],"prefix":"10.1002","volume":"33","author":[{"given":"Le\u2010Yu","family":"Chen","sequence":"first","affiliation":[{"name":"Institute of Economics Academia Sinica  Taipei Taiwan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Sokbae","family":"Lee","sequence":"additional","affiliation":[{"name":"Department of Economics Columbia University  New York NY USA"},{"name":"Centre for Microdata Methods and Practice Institute for Fiscal Studies  London UK"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2018,3,13]]},"reference":[{"key":"e_1_2_8_2_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-38189-8_18"},{"key":"e_1_2_8_3_1","doi-asserted-by":"publisher","DOI":"10.2307\/2171944"},{"key":"e_1_2_8_4_1","doi-asserted-by":"publisher","DOI":"10.1214\/15-AOS1388"},{"key":"e_1_2_8_5_1","volume-title":"Optimization Over Integers","author":"Bertsimas D.","year":"2005"},{"key":"e_1_2_8_6_1","doi-asserted-by":"crossref","unstructured":"Bilias Y. Florios K. &Skouras S.(2013).Exact computation of censored least absolute deviations estimators. Retrieved from SSRN:http:\/\/ssrn.com\/abstract=2372588.","DOI":"10.2139\/ssrn.2372588"},{"key":"e_1_2_8_7_1","doi-asserted-by":"crossref","unstructured":"Chen L. Y. &Lee S.(2016).Best subset binary prediction. arXiv:1610.02738.","DOI":"10.1920\/wp.cem.2017.5017"},{"key":"e_1_2_8_8_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00461"},{"key":"e_1_2_8_9_1","doi-asserted-by":"publisher","DOI":"10.1162\/0034653041811734"},{"key":"e_1_2_8_10_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2005.00570.x"},{"key":"e_1_2_8_11_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2005.02.009"},{"key":"e_1_2_8_12_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2007.06.005"},{"key":"e_1_2_8_13_1","doi-asserted-by":"publisher","DOI":"10.1146\/annurev-economics-080511-110952"},{"key":"e_1_2_8_14_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econlet.2006.10.016"},{"key":"e_1_2_8_15_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2009.01.004"},{"key":"e_1_2_8_16_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(03)00100-3"},{"key":"e_1_2_8_17_1","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA12121"},{"key":"e_1_2_8_18_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-016-1036-0"},{"key":"e_1_2_8_19_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2008.05.018"},{"key":"e_1_2_8_20_1","doi-asserted-by":"publisher","DOI":"10.1287\/opre.42.6.1042"},{"key":"e_1_2_8_21_1","doi-asserted-by":"publisher","DOI":"10.2307\/2556036"},{"key":"e_1_2_8_22_1","doi-asserted-by":"publisher","DOI":"10.1257\/jep.20.2.207"},{"key":"e_1_2_8_23_1","doi-asserted-by":"publisher","DOI":"10.1198\/073500103288619368"},{"key":"e_1_2_8_24_1","volume-title":"50 Years of Integer Programming 1958\u20132008: From the Early Years to the State\u2010of\u2010the\u2010Art","author":"J\u00fcnger M.","year":"2009"},{"key":"e_1_2_8_25_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466615000407"},{"key":"e_1_2_8_26_1","doi-asserted-by":"publisher","DOI":"10.1920\/wp.cem.2015.1015"},{"key":"e_1_2_8_27_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-57984-4_29"},{"key":"e_1_2_8_28_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913643"},{"key":"e_1_2_8_29_1","doi-asserted-by":"publisher","DOI":"10.1515\/2156-6674.1001"},{"key":"e_1_2_8_30_1","volume-title":"Integer and Combinatorial Optimization","author":"Nemhauser G. L.","year":"1999"},{"key":"e_1_2_8_31_1","doi-asserted-by":"publisher","DOI":"10.1016\/S1573-4412(05)80005-4"},{"key":"e_1_2_8_32_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913622"},{"key":"e_1_2_8_33_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90016-3"},{"key":"e_1_2_8_34_1","doi-asserted-by":"publisher","DOI":"10.1007\/s12532-017-0117-2"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.2619","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.2619","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/full-xml\/10.1002\/jae.2619","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.2619","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,9,9]],"date-time":"2023-09-09T17:23:06Z","timestamp":1694280186000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.2619"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,3,13]]},"references-count":33,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2018,6]]}},"alternative-id":["10.1002\/jae.2619"],"URL":"https:\/\/doi.org\/10.1002\/jae.2619","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,3,13]]}}}