This paper considers a classical linear simultaneous equations model with random coefficients on the endogenous variables. Simultaneous equations models are used to study social interactions, strategic interactions between ï¬rms, and market equilibrium. Random coefficient models allow for...

We study identiï¬cation and estimation of the average treatment effect in a correlated random coefficients model that allows for ï¬rst stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and interactions between endogenous variables and...