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Instrumental variables, local instrumental variables and control functions

Authors: Jean-Pierre Florens , James Heckman , Costas Meghir and Edward Vytlacil
Date: 05 July 2002
Type: cemmap Working Paper, CWP15/02
DOI: 10.1920/wp.cem.2002.1502

Abstract

We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous. We derive a testable restriction that allows us to assess the degree of unobserved heterogeneity. Our analysis uses assumptions relating to the Local Instrumental Variables (LIV) approach and the control function approach. Download full version
Now published:
Jean Paul Florens, James Heckman, Costas Meghir and Edward Vytlacil September 2008, Identification of treatment effects using control functions in models with continuous, endogenous treatment and heterogeneous effects, Journal article, Econometric Society

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