Codes

Stata:

CQIV: Stata Module to Perform Censored Quantile Instrumental Variable Regression with Victor Chernozhukov, Ivan Fernandez-Val, and Amanda Kowalski (Latest Version: June 2012. Link at RePEc)



Matlab:

Codes for MC Simulation and Empirical Analyses in “Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification” (Latest Version: March 2014.)
- Download: ZIP file