This paper investigates the effect that covariate measurement error has on a treatment effect analysis built on an unconfoundedness restriction in which there is conditioning on error free covariates. The approach uses small parameter asymptotic methods to obtain the approximate effects of...

A discrete or continuous outcome is determined by a structural function in which the effect of some variables of interest is transmitted through a scalar index. Multiple sources of stochastic variation can appear as arguments of the structural function, but not in the index. There may be...

This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous. The models are weakly restrictive, leaving unspecified the mechanism that generates endogenous variables. These incomplete models are set, not point, identifying...