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Instrumental variables, local instrumental variables and control functions

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. Green open access

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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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