Recently there has been a surge in econometric work focusing on estimating average treatment effects under various sets of assumptions. One strand of this literature has developed methods for estimating average treatment effects for a binary treatment under assumptions variously described as...

In this paper we develop two nonparametric tests of treatment effect heterogeneity. The first test is for the null hypothesis that the treatment has a zero average effect for all subpopulations defined by covariates. The second test is for the null hypothesis that the average effect conditional...

In this paper we analyze the estimation of coefficients in regression models under moment restrictions in which the moment restrictions are derived from auxiliary data. The moment restrictions yield weights for each observation that can subsequently be used in weighted regression analysis. We...