This paper studies endogenous treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment choice rules. Such heterogeneity may arise, for example, when multiple treatment eligibility criteria and different preference patterns exist. Using a...

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and then apply kernel smoothing to compute their density...

In this study, we consider cross-sectional interaction models including spatial autoregressive models and peer effects models as special cases. Our model allows the endogenous effect---the effect of others' outcomes on one's own outcome--- to be nonlinear and nonparametric. For the model...