@article{116631,
  keywords = {Econometric Methods: Multiple/Simultaneous Equation Models: General (C300), Econometric Methods: Single Equation Models: General (C200)},
  author = {Bo E. Honor{\'e} and Luojia Hu},
  title = {On the Performance of Some Robust Instrumental Variables Estimators},
  abstract = {<p>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.</p>
},
  year = {2004},
  journal = {Journal of Business and Economic Statistics},
  volume = {22},
  pages = {30-39},
  month = {01/2004},
  isbn = {07350015},
  url = {https://www.jstor.org/stable/27638779},
  language = {eng},
}