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"less defiers than compliers" condition is substantially weaker than monotonicity. It has two implications which are …Monotonicity is not necessary for the Wald ratio to identify a Local Average Treatment Effect. Under random assignment … and exclusion restriction, if for every value of potential outcomes there are more compliers than defiers, the Wald ratio …
Persistent link: https://www.econbiz.de/10010553076
Assume individuals are treated if a latent variable, containing a continuous instrument, lies between two thresholds. We place no functional form restrictions on the latent errors. Here unconfoundedness does not hold and identification at infinity is not possible. Yet we still show nonparametric...
Persistent link: https://www.econbiz.de/10010680871
This paper analyzes estimators based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006) under the local quantile treatment effects (LQTE) framework (Abadie et al., 2002). I show that the quantile treatment effect (QTE) estimators in the IVQR...
Persistent link: https://www.econbiz.de/10011039182
We derive the empirical content of an instrumental variables model of sectorial choice with binary outcomes. Assumptions on selection include the simple, extended and generalized Roy models. The derived bounds are nonparametric intersection bounds and are simple enough to lend themselves to...
Persistent link: https://www.econbiz.de/10009652125
We derive the empirical content of an instrumental variables model of sectoral choice with discrete outcomes. The partial identification results extend existing work on sharp bounds in binary choice threshold crossing models in allowing sector specific unobserved heterogeneity. Assumptions on...
Persistent link: https://www.econbiz.de/10010897048
In this paper we study nonparametric estimation in a binary treatment model where the outcome equation is of unrestricted form, and the selection equation contains multiple unobservables that enter through a nonparametric random coefficients specification. This specification is flexible because...
Persistent link: https://www.econbiz.de/10010706319
the outcome within compliance types (exclusion restriction), and (3) weak monotonicity of the treatment in the instrument … robustness of the LATE to deviations from either the exclusion restriction or monotonicity. An empirical illustration based on …
Persistent link: https://www.econbiz.de/10010906362
-instrument variables and the instrument and (ii) monotonicity of the treatment in the instrument, see Imbens and Angrist (1994). We show … that identification is still feasible when replacing monotonicity by a strictly weaker local monotonicity condition. We … intended way), (ii) defiers (who react counter-intuitively), and (iii) both populations jointly. Furthermore, (i) and (iii …
Persistent link: https://www.econbiz.de/10010548105
In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis...
Persistent link: https://www.econbiz.de/10011164315
hinges on the satisfaction of the instrumental exclusion restriction and the monotonicity of fertility in the instrument, see … the exclusion restriction and/or monotonicity in the nonparametric local average treatment effect framework and find the …
Persistent link: https://www.econbiz.de/10010568453