Two-stage least squares estimates in heavily over-identified instrumental variables (IV) models can be misleadingly close to the corresponding ordinary least squares (OLS) estimates when many instruments are weak. Just-identified (just-ID) IV estimates using a single instrument are also biased,...

In this study, we develop a novel estimation method for quantile treatment effects (QTE) under rank invariance and rank stationarity assumptions. Ishihara (2020) explores identification of the nonseparable panel data model under these assumptions and proposes a parametric estimation based on the...

This paper investigates the determinants of migrants' financial transfers to their home country using German data. A double-hurdle model is applied to analyze the determinants of the propensity to send transfers abroad and the amount of transfers. The findings reveal that return intentions...

This paper proposes an extension of the Blinder-Oaxaca decomposition from two to a continuum of comparison groups. The proposed decomposition is then estimated for the case of racial wage differences in urban Peru, exploiting a novel data set that allows the capturing of mestizaje (racial mixtures)

In this article we propose and implement an instrumental variable estimation procedure to obtain treatment effects on duration outcomes. The method can handle the typical complications that arise with duration data of time-varying treatment and censoring. The treatment effect we define is in...

A fundamental identification problem in program evaluation arises when idiosyncratic gains from participation and the treatment decision depend on each other. Imbens and Angrist (1994) were the first to exploit a monotonicity condition in order to identify an average treatment effect parameter...

Estimation of average treatment effects under unconfoundedness or exogenous treatment assignment is often hampered by lack of overlap in the covariate distributions. This lack of overlap can lead to imprecise estimates and can make commonly used estimators sensitive to the choice of...