Identification of treatment effects using control functions in models with continuous, endogenous treatment and heterogeneous effects

• 成果类型: Article
• 署名作者: Florens, J. P.; Heckman, J. J.; Meghir, C.; Vytlacil, E.
• 署名单位: Universite de Toulouse; Universite Toulouse 1 Capitole; University College Dublin; University of Chicago; University of London; London School Economics & Political Science; University College London; University of London; University College London; Yale University
• 刊物名称: ECONOMETRICA
• ISSN/ISSBN: 0012-9682
• DOI: 10.3982/ECTA5317
• 发表日期: 2008
• 页码: 1191-1206
• 关键词: instrumental variable estimation; EQUATIONS; return

摘要

We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity, but unlike alternative nonparametric control function approaches, our approach does not require large support assumptions.