This paper develops the method of local instrumental variables for models with multiple, unordered treatments when … different choice sets. We show how versions of local instrumental variables can identify the corresponding treatment parameters …. Direct application of local instrumental variables identifies the marginal treatment effect of one option versus the next …

We propose a new way to construct instruments in a broad class of economic environments: “granular instrumental … variables” (GIVs). In the economies we study, a few large firms, industries or countries account for an important share of …

econometric work interpreting instrumental variables estimates as weighted averages of individual-specific causal effects …

This paper considers tests of the parameter on endogenous variables in an instrumental variables regression model. The …

This paper introduces an instrumental variables estimator for the effect of a binary treatment on the quantiles of …

model specifications, different definitions of the endogenous and instrumental variables, and different sample selection …

endogeneity of the insurance participation decision in health outcome regressions. Two models are tested, an instrumental … variables models, and a model with endogenous treatment effects due to Heckman (1978). Insurance participation and health …