☆ 4.6 Article

Identification of multi-valued treatment effects with unobserved heterogeneity

JOURNAL OF ECONOMETRICS (2024)

Related references

Note: Only part of the references are listed.

Article Economics

Community Colleges and Upward Mobility

Jack Mountjoy

Summary: Two-year community colleges in the United States enroll a large number of first-time undergraduates, but their contributions to upward mobility are still uncertain. This paper uses a new method to analyze the impacts of two-year college access and finds that it adds significant value for students who would not have attended college otherwise, but has negative effects on students who are diverted from immediate four-year entry.

AMERICAN ECONOMIC REVIEW (2022)

Add to Collection

Article Economics

IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT

Carolina Caetano et al.

Summary: This paper introduces a new strategy for identifying the marginal effects of an endogenous multivalued variable in a model with a low-dimension Instrumental Variable, despite the failure of the classical order condition. The strategy involves exploiting heterogeneity in the first stage controls and justifying the use of interactions between instruments and controls as additional exogenous variables. The proposed identification strategy can be implemented using different types of estimators and has been shown to perform well in Monte Carlo simulations.

ECONOMETRIC THEORY (2021)

Add to Collection

Article Economics

The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variablest

Magne Mogstad et al.

Summary: This study investigates how to use multiple instrumental variables for estimation in the case of treatment effect heterogeneity; by relaxing the monotonicity condition, we have identified sufficient and necessary conditions for the 2SLS estimate to be a positively weighted average of local average treatment effects; in an empirical analysis of returns to college, we demonstrate that the causal interpretation of the 2SLS estimate remains valid.

AMERICAN ECONOMIC REVIEW (2021)

Add to Collection

Article Economics

PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS

Takuya Ishihara

Summary: This study investigates the partial identification of nonseparable models with continuous endogenous and binary instrumental variables, finding that the structural function is partially identified when it is monotone or concave in the explanatory variable. Even if the key assumption does not hold, monotonicity and concavity provide identification power.

ECONOMETRIC THEORY (2021)

Add to Collection

Article Economics

Decentralization estimators for instrumental variable quantile regression models

Hiroaki Kaido et al.

Summary: The IVQR estimation problem can be decomposed into a set of conventional quantile regression subproblems which are convex and can be efficiently solved. This leads to new identification results and fast, easy to implement, tuning-free estimators that do not require high-level black box optimization routines.

QUANTITATIVE ECONOMICS (2021)

Add to Collection

Article Statistics & Probability

Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments

Qian Feng et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2020)

Add to Collection

Article Economics

Evidence of Neighborhood Effects from Moving to Opportunity: Lates of Neighborhood Quality

Dionissi Aliprantis et al.

REVIEW OF ECONOMICS AND STATISTICS (2020)

Add to Collection

Article Economics

A closed-form estimator for quantile treatment effects with endogeneity

Kaspar Wuthrich

JOURNAL OF ECONOMETRICS (2019)

Add to Collection

Article Economics

Smoothed GMM for quantile models

Luciano de Castro et al.

JOURNAL OF ECONOMETRICS (2019)

Add to Collection

Article Economics

Unordered Monotonicity

James J. Heckman et al.

ECONOMETRICA (2018)

Add to Collection

Article Economics

Exact computation of GMM estimators for instrumental variable quantile regression models

Le-Yu Chen et al.

JOURNAL OF APPLIED ECONOMETRICS (2018)

Add to Collection

Article Economics

Identifying Effects of Multivalued Treatments

Sokbae Lee et al.

ECONOMETRICA (2018)

Add to Collection

Article Economics

Counterfactual mapping and individual treatment effects in nonseparable models with binary endogeneity

Quang Vuong et al.

QUANTITATIVE ECONOMICS (2017)

Add to Collection

Article Economics

Evaluating Public Programs with Close Substitutes: The Case of Head Start

Patrick Kline et al.

QUARTERLY JOURNAL OF ECONOMICS (2016)

Add to Collection

Article Economics

Field of Study, Earnings, and Self-Selection*

Lars J. Kirkeboen et al.

QUARTERLY JOURNAL OF ECONOMICS (2016)

Add to Collection

Article Economics

Identification of Nonseparable Models Using Instruments With Small Support

Alexander Torgovitsky

ECONOMETRICA (2015)

Add to Collection

Article Economics

Identification of Nonseparable Triangular Models With Discrete Instruments

Xavier D'Haultfoeuille et al.

ECONOMETRICA (2015)

Add to Collection

Article Economics

An instrumental variable model of multiple discrete choice

Andrew Chesher et al.

QUANTITATIVE ECONOMICS (2013)

Add to Collection

Article Economics

Nonparametric Instrumental Variable Estimation of Structural Quantile Effects

Patrick Gagliardini et al.

ECONOMETRICA (2012)

Add to Collection

Article Economics

Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals

Xiaohong Chen et al.

ECONOMETRICA (2012)

Add to Collection

Article Economics

Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

Xiaohong Chen et al.

JOURNAL OF ECONOMETRICS (2009)

Add to Collection

Article Economics

Nonparametric instrumental variables estimation of a quantile regression model

Joel L. Horowitz et al.

ECONOMETRICA (2007)

Add to Collection

Article Economics

Instrumental variable estimation of nonseparable models

Victor Chernozhukov et al.

JOURNAL OF ECONOMETRICS (2007)

Add to Collection

Article Economics

Understanding instrumental variables in models with essential heterogeneity

James J. Heckman et al.

REVIEW OF ECONOMICS AND STATISTICS (2006)

Add to Collection

Article Economics

Instrumental quantile regression inference for structural and treatment effect models

Victor Chernozhukov et al.

JOURNAL OF ECONOMETRICS (2006)

Add to Collection

Article Economics

Identification and inference in nonlinear difference-in-differences models

S Athey et al.

ECONOMETRICA (2006)

Add to Collection

Article Economics

Nonparametric identification under discrete variation

A Chesher

ECONOMETRICA (2005)

Add to Collection

Article Economics

Instrumental variables estimators of nonparametric models with discrete endogenous regressors

M Das

JOURNAL OF ECONOMETRICS (2005)

Add to Collection

Article Economics

An IV model of quantile treatment effects

V Chernozhukov et al.

ECONOMETRICA (2005)

Add to Collection

Article Economics

An MCMC approach to classical estimation

V Chernozhukov et al.

JOURNAL OF ECONOMETRICS (2003)

Add to Collection

Review Economics

Micro data, heterogeneity, and the evaluation of public policy: Nobel lecture

JJ Heckman

JOURNAL OF POLITICAL ECONOMY (2001)

Add to Collection

© Peeref 2019-2024. All rights reserved.