Vuong, Quang H.; Haiqing Xu - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 589-610
This paper establishes nonparametric identification of individual treatment effects in a nonseparable model with a binary endogenous regressor. The outcome variable may be continuous, discrete, or a mixture of both, while the instrumental variable can take binary values. First, we study the case...