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Heterogeneous treatment effects : instrumental variables without monotonicity?

[Zeitschriftenartikel]

Klein, Tobias J.

Zitationshinweis

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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]
Klassifikation Erhebungstechniken und Analysetechniken der Sozialwissenschaften
Freie Schlagwörter Program evaluation; Heterogeneity; Identification; Dummy endogenous variable; Selection on unobservables; Instrumental variables; Monotonicity; Nonseparable index selection model
Sprache Dokument Englisch
Publikationsjahr 2009
Seitenangabe S. 99-116
Zeitschriftentitel Journal of Econometrics, 155 (2009) 2
DOI http://dx.doi.org/10.1016/j.jeconom.2009.08.006
Status Postprint; begutachtet (peer reviewed)
Lizenz PEER Licence Agreement (applicable only to documents from PEER project)
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