Farré, Lídia; Klein, Roger; Vella, Francis - In: Empirical Economics 44 (2013) 1, pp. 111-133
An innovation which bypasses the need for instruments when estimating endogenous treatment effects is identification via conditional second moments. The most general of these approaches is Klein and Vella (J Econom 154:154–164, 2010), which models the conditional variances semiparametrically....