Treatment effects are often estimated by the least squares estimator controlling for some covariates. This paper investigates its properties. When the propensity score is constant, it is a consistent estimator of the average treatment effects if it is viewed as a semiparametric partially linear...

This paper surveys J. D. Sargan's work on instrumental variable estimation and its connections with the generalized method of moments. I first present the modelling context in which Sargan motivated instrumental variable estimation. Then I review the theory of instrumental variable estimation as...

This paper reviews the existing approaches to deal with panel data binary choice models with individual effects. Their relative strengths and weaknesses are discussed. Much theoretical and empirical research is needed in this area, and the paper points to several aspects that deserve further...