Arbeitspapier
Instrumental variables, local instrumental variables and control functions
We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous. We derive a testable restriction that allows us to assess the degree of unobserved heterogeneity. Our analysis uses assumptions relating to the Local Instrumental Variables (LIV) approach and the control function approach.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP15/02
- Classification
-
Wirtschaft
- Subject
-
Statistischer Test
Instrumentalvariablen-Schätzmethode
- Event
-
Geistige Schöpfung
- (who)
-
Florens, Jean-Paul
Heckman, James
Meghir, Costas
Vytlacil, Edward
- Event
-
Veröffentlichung
- (who)
-
Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2002
- DOI
-
doi:10.1920/wp.cem.2002.1502
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Florens, Jean-Paul
- Heckman, James
- Meghir, Costas
- Vytlacil, Edward
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2002
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