Florens, J.-P.;
Heckman, J.;
Meghir, C.;
Vytlacil, E.;
(2002)
Instrumental variables, local instrumental variables and control functions.
(cemmap Working Papers
CWP15/).
Institute for Fiscal Studies: London, UK.
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Abstract
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.
| Type: | Working / discussion paper |
|---|---|
| Title: | Instrumental variables, local instrumental variables and control functions |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | http://www.cemmap.ac.uk/publications.php?publicati... |
| Language: | English |
| UCL classification: | UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics |
| URI: | https://discovery.ucl.ac.uk/id/eprint/14704 |
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