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Persistent link: https://www.econbiz.de/10010614107
We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity, but unlike...
Persistent link: https://www.econbiz.de/10005130049
Persistent link: https://www.econbiz.de/10005130015
Different concepts of noncausality for continuous time processes, using conditional independence and decomposition of semimartingales, are defined. As in the discrete-time setup, continuous time noncausality is a property concerned with the prediction horizon (global versus instantaneous...
Persistent link: https://www.econbiz.de/10005231768