More documents from Klein, Tobias J.
More documents from Journal of Econometrics

Export to your Reference Manger

Please Copy & Paste



Bookmark and Share

Heterogeneous treatment effects : instrumental variables without monotonicity?

[journal article]

Klein, Tobias J.

fulltextDownloadDownload full text

(863 KByte)

Citation Suggestion

Please use the following Persistent Identifier (PID) to cite this document:

Further Details
Abstract "Imbens and Angrist (1994) were the first to exploit a monotonicity condition in order to identify a local average treatment effect parameter using instrumental variables. More recently, suggested estimation of a variety of treatment effect parameters using a local version of their approach. We investigate the sensitivity of respective estimates to random departures from monotonicity. Approximations to respective bias terms are derived. In an empirical application the bias is calculated and bias corrected estimates are obtained. The accuracy of the approximation is investigated in a Monte Carlo study." [author's abstract]
Classification Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods
Free Keywords Program evaluation; Heterogeneity; Identification; Dummy endogenous variable; Selection on unobservables; Instrumental variables; Monotonicity; Nonseparable index selection model
Document language English
Publication Year 2009
Page/Pages p. 99-116
Journal Journal of Econometrics, 155 (2009) 2
Status Postprint; peer reviewed
Licence PEER Licence Agreement (applicable only to documents from PEER project)