Showing 1 - 10 of 58
In heterogeneous treatment effect models with endogeneity, identification of the LATE typically relies on the availability of an exogenous instrument monotonically related to treatment participation. We demonstrate that a strictly weaker local monotonicity condition identifies the LATEs on...
Persistent link: https://www.econbiz.de/10012963091
Persistent link: https://www.econbiz.de/10014391694
Persistent link: https://www.econbiz.de/10009240318
This paper proposes tests for instrument validity in sample selection models with non-randomly censored outcomes. Such models commonly invoke an exclusion restriction (i.e., the availability of an instrument affecting selection, but not the outcome) and additive separability of the errors in the...
Persistent link: https://www.econbiz.de/10009509344
This paper proposes bootstrap tests for the validity of instrumental variables (IV) in just identified treatment effect models with endogeneity. We demonstrate that the IV assumptions required for the identification of the local average treatment effect (LATE) allow us to both point identify and...
Persistent link: https://www.econbiz.de/10009509348
Persistent link: https://www.econbiz.de/10011333154
Persistent link: https://www.econbiz.de/10011688193
Persistent link: https://www.econbiz.de/10011628847
Persistent link: https://www.econbiz.de/10008668305
Persistent link: https://www.econbiz.de/10010242781