Journal
ECONOMETRICA
Volume 76, Issue 5, Pages 1191-1206Publisher
WILEY
DOI: 10.3982/ECTA5317
Keywords
continuous treatments; endogenous treatments; heterogeneous treatment effects; identification; nonseparable models; control function
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Funding
- Economic and Social Research Council [RES-544-28-5001] Funding Source: researchfish
- Divn Of Social and Economic Sciences
- Direct For Social, Behav & Economic Scie [832845] Funding Source: National Science Foundation
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We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity, but unlike alternative nonparametric control function approaches, our approach does not require large support assumptions.
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