Artikel
Counterfactual mapping and individual treatment effects in nonseparable models with binary endogeneity
This paper establishes nonparametric identification of individual treatment effects in a nonseparable model with a binary endogenous regressor. The outcome variable may be continuous, discrete, or a mixture of both, while the instrumental variable can take binary values. First, we study the case where the model includes a selection equation for the binary endogenous regressor. We establish point identification of the individual treatment effects and the structural function when the latter is continuous and strictly monotone in the latent variable. The key to our results is the identification of a so-called counterfactual mapping that links each outcome of the dependent variable with its counterfactual. Second, we extend our identification argument when there is no selection equation. Last, we generalize our identification results to the case where the outcome variable has a probability mass in its distribution such as when the outcome variable is censored or binary.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Quantitative Economics ; ISSN: 1759-7331 ; Volume: 8 ; Year: 2017 ; Issue: 2 ; Pages: 589-610 ; New Haven, CT: The Econometric Society
- Klassifikation
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
Methodological Issues: General
Multiple or Simultaneous Equation Models; Multiple Variables: General
Multiple or Simultaneous Equation Models: Instrumental Variables (IV) Estimation
Econometric Modeling: General
- Thema
-
Nonparametric identification
nonseparable models
discrete endogenous variable
counterfactual mapping
individual treatment effects
- Ereignis
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Geistige Schöpfung
- (wer)
-
Vuong, Quang H.
Haiqing Xu
- Ereignis
-
Veröffentlichung
- (wer)
-
The Econometric Society
- (wo)
-
New Haven, CT
- (wann)
-
2017
- DOI
-
doi:10.3982/QE579
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Vuong, Quang H.
- Haiqing Xu
- The Econometric Society
Entstanden
- 2017
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