We consider the identification of counterfactual distributions and treatment effects when the outcome variables and conditioning covariates are observed in separate data sets. Under the standard selection on observables assumption, the counterfactual distributions and treatment effect parameters...

By using nonparametric kernel estimation method and a central limit theorem for degenerate U-statistics of order higher than two, the authors develop several consistent model specification tests in the context of a nonparametric regression model. These include tests for omitted variables, tests...