In regression discontinuity models, where the probability of treatment jumps discretely when a running variable crosses a threshold, an average treatment effect can be nonparametrically identified. We show that the derivative of this treatment effect with respect to the threshold is also...

This paper investigates household consumption changes at retirement by utilizing a comprehensive, diary-based household survey from China. The survey contains both consumption quantity and price information, which permits separating quantity changes from price changes. The mandatory retirement...

Suppose V and U are two independent mean zero random variables, where V has an asymmetric distribution with two mass points and U has a symmetric distribution. We show that the distributions of V and U are nonparametrically identified just from observing the sum V+U, and provide a rate root n...

Regression discontinuity models, where the probability of treatment jumps discretely when a running variable crosses a threshold, are commonly used to nonparametrically identify and estimate a local average treatment effect. We show that the derivative of this treatment effect with respect to...

Dong and Lewbel have developed the theory of simple estimators for binary choice models with endogenous or mismeasured regressors, depending on a `special regressor' as defined by Lewbel (J. Econometrics, 2000). `Control function' methods such as Stata's ivprobit are generally only valid when...