Control variables, discrete instruments, and identification of structural functions

Whitney Newey, Sami Stouli

Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identi cation results under a variety of restrictions on the way the endogenous variable and the control variables affect the outcome. We consider many structural objects of interest, such as average or quantile treatment effects. We illustrate our results with an empirical application to Engel curve estimation.

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Year of publication:	[2018]
Authors:	Newey, Whitney K. ; Stouli, Sami
Publisher:	[London] : Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL
Subject:	Control variables \| discrete instruments \| structural functions \| endogeneity \| partially parametric \| nonseparable models \| identification \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory \| Modellierung \| Scientific modelling \| IV-Schätzung \| Instrumental variables

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Extent:	1 Online-Ressource (circa 49 Seiten) Illustrationen
Series:	CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. CWP18, 55
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	hdl:10419/189795 [Handle]
Classification:	C14 - Semiparametric and Nonparametric Methods ; C31 - Cross-Sectional Models; Spatial Models ; C35 - Discrete Regression and Qualitative Choice Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011901534