This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. A necessary testable implication for the joint restriction of instrument exogeneity and instrument monotonicity is given...

In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an important choice for estimating treatment effects. This paper proposes data-driven model selection and model averaging procedures that address this issue for the propensity score...

Currently there is little practical advice on which treatment effect estimator to use when trying to adjust for observable differences. A recent suggestion is to compare the performance of estimators in simulations that somehow mimic the empirical context. Two ways to run such 'empirical Monte...

Currently there is little practical advice on which treatment effect estimator to use when trying to adjust for observable differences. A recent suggestion is to compare the performance of estimators in simulations that somehow mimic the empirical context. Two ways to run such "empirical Monte...

In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an important choice that the researchers make when estimating treatment effects. This paper proposes a data-driven way of averaging the estimators over the candidate specifications...

This paper examines the identifying power of instrument exogeneity in the treatment effect model. We derive the identification region of the potential outcome distributions, which are the collection of distributions that are compatible with data and with the restrictions of the model. We...

This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for nonnegativity of point-identifiable complier's...

This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We derive the identification region: The set of potential outcome distributions that are compatible with data and the model restriction. The model restrictions whose identifying power...

In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an important choice that the researchers make when estimating treatment effects. This paper proposes a data-driven way of averaging the estimators over the candidate specifications...