메뉴 건너뛰기




Volumn 139, Issue 1, 2007, Pages 35-75

Nonparametric IV estimation of local average treatment effects with covariates

Author keywords

Evaluation; Instrumental variables; LATE; Matching; Treatment effect; Unobserved heterogeneity

Indexed keywords

ASYMPTOTIC ANALYSIS; COVARIANCE MATRIX; ECONOMIC ANALYSIS; STATISTICAL METHODS;

EID: 34249042306     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.06.004     Document Type: Article
Times cited : (199)

References (47)
  • 1
    • 0242471052 scopus 로고    scopus 로고
    • Semiparametric instrumental variable estimation of treatment response models
    • Abadie A. Semiparametric instrumental variable estimation of treatment response models. Journal of Econometrics 113 (2003) 231-263
    • (2003) Journal of Econometrics , vol.113 , pp. 231-263
    • Abadie, A.1
  • 2
    • 33645024678 scopus 로고    scopus 로고
    • Large sample properties of matching estimators for average treatment effects
    • Abadie A., and Imbens G. Large sample properties of matching estimators for average treatment effects. Econometrica 74 (2006) 235-267
    • (2006) Econometrica , vol.74 , pp. 235-267
    • Abadie, A.1    Imbens, G.2
  • 3
    • 0003698154 scopus 로고
    • Harvard University Press, Cambridge, MA
    • Amemiya T. Advanced Econometrics (1985), Harvard University Press, Cambridge, MA
    • (1985) Advanced Econometrics
    • Amemiya, T.1
  • 4
    • 0025656003 scopus 로고
    • Lifetime earnings and the vietnam era draft lottery: evidence from social security administrative records
    • Angrist J. Lifetime earnings and the vietnam era draft lottery: evidence from social security administrative records. American Economic Review 80 (1990) 313-336
    • (1990) American Economic Review , vol.80 , pp. 313-336
    • Angrist, J.1
  • 5
    • 84922353689 scopus 로고
    • Two-stage least squares estimation of average causal effects in models with variable treatment intensity
    • Angrist J., and Imbens G. Two-stage least squares estimation of average causal effects in models with variable treatment intensity. Journal of American Statistical Association 90 (1995) 431-442
    • (1995) Journal of American Statistical Association , vol.90 , pp. 431-442
    • Angrist, J.1    Imbens, G.2
  • 6
    • 77956790242 scopus 로고    scopus 로고
    • Empirical strategies in labor economics
    • Ashenfelter O., and Card D. (Eds), North-Holland, New York
    • Angrist J., and Krueger A. Empirical strategies in labor economics. In: Ashenfelter O., and Card D. (Eds). The Handbook of Labor Economics (1999), North-Holland, New York 1277-1366
    • (1999) The Handbook of Labor Economics , pp. 1277-1366
    • Angrist, J.1    Krueger, A.2
  • 7
    • 0346880128 scopus 로고    scopus 로고
    • Identification of causal effects using instrumental variables
    • (with discussion)
    • Angrist J., Imbens G., and Rubin D. Identification of causal effects using instrumental variables. Journal of American Statistical Association 91 (1996) 444-472 (with discussion)
    • (1996) Journal of American Statistical Association , vol.91 , pp. 444-472
    • Angrist, J.1    Imbens, G.2    Rubin, D.3
  • 8
    • 0034546907 scopus 로고    scopus 로고
    • The interpretation of instrumental variables estimators in simultaneous equations models with an application to the demand for fish
    • Angrist J., Graddy K., and Imbens G. The interpretation of instrumental variables estimators in simultaneous equations models with an application to the demand for fish. Review of Economic Studies 67 (2000) 499-527
    • (2000) Review of Economic Studies , vol.67 , pp. 499-527
    • Angrist, J.1    Graddy, K.2    Imbens, G.3
  • 9
    • 0000434492 scopus 로고
    • Information and asymptotic efficiency in parametric-nonparametric models
    • Begun J., Hall W., Huang W., and Wellner J. Information and asymptotic efficiency in parametric-nonparametric models. Annals of Statistics 11 (1983) 432-452
    • (1983) Annals of Statistics , vol.11 , pp. 432-452
    • Begun, J.1    Hall, W.2    Huang, W.3    Wellner, J.4
  • 11
    • 84926955922 scopus 로고    scopus 로고
    • Endogeneity in nonparametric and semiparametric regression models
    • Hansen L., Dewatripont M., and Turnovsky S.J. (Eds), Cambridge University Press, Cambridge
    • Blundell R., and Powell J. Endogeneity in nonparametric and semiparametric regression models. In: Hansen L., Dewatripont M., and Turnovsky S.J. (Eds). Advances in Economics and Econometrics (2003), Cambridge University Press, Cambridge 312-357
    • (2003) Advances in Economics and Econometrics , pp. 312-357
    • Blundell, R.1    Powell, J.2
  • 12
    • 0003232774 scopus 로고
    • Using geographic variation in college proximity to estimate the return to schooling
    • Christofides L., Grant E., and Swidinsky R. (Eds), University of Toronto Press, Toronto
    • Card D. Using geographic variation in college proximity to estimate the return to schooling. In: Christofides L., Grant E., and Swidinsky R. (Eds). Aspects of Labor Market Behaviour: Essays in Honour of John Vanderkamp (1995), University of Toronto Press, Toronto 201-222
    • (1995) Aspects of Labor Market Behaviour: Essays in Honour of John Vanderkamp , pp. 201-222
    • Card, D.1
  • 13
    • 16344366279 scopus 로고    scopus 로고
    • An IV model of quantile treatment effects
    • Chernozhukov V., and Hansen C. An IV model of quantile treatment effects. Econometrica 73 (2005) 245-261
    • (2005) Econometrica , vol.73 , pp. 245-261
    • Chernozhukov, V.1    Hansen, C.2
  • 14
    • 0141957121 scopus 로고    scopus 로고
    • Identification in nonseparable models
    • Chesher A. Identification in nonseparable models. Econometrica 71 (2003) 1405-1441
    • (2003) Econometrica , vol.71 , pp. 1405-1441
    • Chesher, A.1
  • 15
    • 27744504133 scopus 로고    scopus 로고
    • Nonparametric identification under discrete variation
    • Chesher A. Nonparametric identification under discrete variation. Econometrica 73 (2005) 1525-1550
    • (2005) Econometrica , vol.73 , pp. 1525-1550
    • Chesher, A.1
  • 17
    • 9644295704 scopus 로고    scopus 로고
    • Instrumental variables estimators of nonparametric models with discrete endogenous regressors
    • Das M. Instrumental variables estimators of nonparametric models with discrete endogenous regressors. Journal of Econometrics 124 (2005) 335-361
    • (2005) Journal of Econometrics , vol.124 , pp. 335-361
    • Das, M.1
  • 18
    • 84927067059 scopus 로고    scopus 로고
    • Inverse problems and structural econometrics: the example of instrumental variables
    • Hansen L., Dewatripont M., and Turnovsky S.J. (Eds), Cambridge University Press, Cambridge
    • Florens J. Inverse problems and structural econometrics: the example of instrumental variables. In: Hansen L., Dewatripont M., and Turnovsky S.J. (Eds). Advances in Economics and Econometrics (2003), Cambridge University Press, Cambridge 284-311
    • (2003) Advances in Economics and Econometrics , pp. 284-311
    • Florens, J.1
  • 19
    • 34249055292 scopus 로고    scopus 로고
    • Florens, J., Heckman, J., Meghir, C., Vytlacil, E., 2002. Instrumental variables, local instrumental variables and control functions. cemmap Working Paper 15/02.
  • 20
    • 0000858149 scopus 로고    scopus 로고
    • On the role of the propensity score in efficient semiparametric estimation of average treatment effects
    • Hahn J. On the role of the propensity score in efficient semiparametric estimation of average treatment effects. Econometrica 66 (1998) 315-331
    • (1998) Econometrica , vol.66 , pp. 315-331
    • Hahn, J.1
  • 21
    • 0022601187 scopus 로고
    • Delayed effects of the military draft on mortality: a randomized natural experiment
    • Hearst N., Newman T., and Hulley S. Delayed effects of the military draft on mortality: a randomized natural experiment. New England Journal of Medicine 314 (1986) 620-624
    • (1986) New England Journal of Medicine , vol.314 , pp. 620-624
    • Hearst, N.1    Newman, T.2    Hulley, S.3
  • 22
    • 5744242927 scopus 로고    scopus 로고
    • Instrumental variables-a study of implicit behavioral assumptions used in making program evaluations
    • Heckman J. Instrumental variables-a study of implicit behavioral assumptions used in making program evaluations. Journal of Human Resources 32 (1997) 441-462
    • (1997) Journal of Human Resources , vol.32 , pp. 441-462
    • Heckman, J.1
  • 23
    • 0033551217 scopus 로고    scopus 로고
    • Local instrumental variables and latent variable models for identifying and bounding treatment effects
    • Heckman J., and Vytlacil E. Local instrumental variables and latent variable models for identifying and bounding treatment effects. Proceedings National Academic Sciences, USA Economic Sciences 96 (1999) 4730-4734
    • (1999) Proceedings National Academic Sciences, USA Economic Sciences , vol.96 , pp. 4730-4734
    • Heckman, J.1    Vytlacil, E.2
  • 26
    • 77956779653 scopus 로고    scopus 로고
    • The economics and econometrics of active labour market programs
    • Ashenfelter O., and Card D. (Eds), North-Holland, New York
    • Heckman J., LaLonde R., and Smith J. The economics and econometrics of active labour market programs. In: Ashenfelter O., and Card D. (Eds). The Handbook of Labor Economics (1999), North-Holland, New York 1865-2097
    • (1999) The Handbook of Labor Economics , pp. 1865-2097
    • Heckman, J.1    LaLonde, R.2    Smith, J.3
  • 27
    • 0002765045 scopus 로고    scopus 로고
    • Assessing the effect of an influenza vaccine in an encouragement design
    • Hirano K., Imbens G., Rubin D., and Zhou X. Assessing the effect of an influenza vaccine in an encouragement design. Biostatistics 1 (2000) 69-88
    • (2000) Biostatistics , vol.1 , pp. 69-88
    • Hirano, K.1    Imbens, G.2    Rubin, D.3    Zhou, X.4
  • 28
    • 0141495120 scopus 로고    scopus 로고
    • Efficient estimation of average treatment effects using the estimated propensity score
    • Hirano K., Imbens G., and Ridder G. Efficient estimation of average treatment effects using the estimated propensity score. Econometrica 71 (2003) 1161-1189
    • (2003) Econometrica , vol.71 , pp. 1161-1189
    • Hirano, K.1    Imbens, G.2    Ridder, G.3
  • 29
    • 0001744704 scopus 로고
    • A class of statistics with asymptotically normal distribution
    • Hoeffding W. A class of statistics with asymptotically normal distribution. Annals of Mathematical Statistics 19 (1948) 293-325
    • (1948) Annals of Mathematical Statistics , vol.19 , pp. 293-325
    • Hoeffding, W.1
  • 30
    • 16544365141 scopus 로고    scopus 로고
    • Some remarks on instrumental variables
    • Lechner M., and Pfeiffer F. (Eds), Physica/Springer, Heidelberg
    • Imbens G. Some remarks on instrumental variables. In: Lechner M., and Pfeiffer F. (Eds). Econometric Evaluation of Labour Market Policies (2001), Physica/Springer, Heidelberg 17-42
    • (2001) Econometric Evaluation of Labour Market Policies , pp. 17-42
    • Imbens, G.1
  • 31
    • 0001566850 scopus 로고
    • Identification and estimation of local average treatment effects
    • Imbens G., and Angrist J. Identification and estimation of local average treatment effects. Econometrica 62 (1994) 467-475
    • (1994) Econometrica , vol.62 , pp. 467-475
    • Imbens, G.1    Angrist, J.2
  • 32
    • 34249005281 scopus 로고    scopus 로고
    • Imbens, G., Newey, W., 2003. Identification and estimation of triangular simultaneous equations models without additivity. Presented at the EC2 Conference, London, December 2003.
  • 33
    • 0000694661 scopus 로고    scopus 로고
    • Estimating outcome distributions for compliers in instrumental variables models
    • Imbens G., and Rubin D. Estimating outcome distributions for compliers in instrumental variables models. Review of Economic Studies 64 (1997) 555-574
    • (1997) Review of Economic Studies , vol.64 , pp. 555-574
    • Imbens, G.1    Rubin, D.2
  • 34
    • 0040376043 scopus 로고    scopus 로고
    • Estimating the effect of unearned income on labor earnings, savings, and consumption: evidence from a survey of lottery players
    • Imbens G., Rubin D., and Sacerdote B. Estimating the effect of unearned income on labor earnings, savings, and consumption: evidence from a survey of lottery players. American Economic Review 91 (2001) 778-794
    • (2001) American Economic Review , vol.91 , pp. 778-794
    • Imbens, G.1    Rubin, D.2    Sacerdote, B.3
  • 36
  • 37
    • 0000133467 scopus 로고
    • The asymptotic variance of semiparametric estimators
    • Newey W. The asymptotic variance of semiparametric estimators. Econometrica 62 (1994) 1349-1382
    • (1994) Econometrica , vol.62 , pp. 1349-1382
    • Newey, W.1
  • 39
    • 0142007871 scopus 로고    scopus 로고
    • Instrumental variable estimation of nonparametric models
    • Newey W., and Powell J. Instrumental variable estimation of nonparametric models. Econometrica 71 (2003) 1565-1578
    • (2003) Econometrica , vol.71 , pp. 1565-1578
    • Newey, W.1    Powell, J.2
  • 40
    • 0000016616 scopus 로고    scopus 로고
    • Nonparametric estimation of triangular simultaneous equations models
    • Newey W., Powell J., and Vella F. Nonparametric estimation of triangular simultaneous equations models. Econometrica 67 (1999) 565-603
    • (1999) Econometrica , vol.67 , pp. 565-603
    • Newey, W.1    Powell, J.2    Vella, F.3
  • 43
    • 58149417330 scopus 로고
    • Estimating causal effects of treatments in randomized and nonrandomized studies
    • Rubin D. Estimating causal effects of treatments in randomized and nonrandomized studies. Journal of Educational Psychology 66 (1974) 688-701
    • (1974) Journal of Educational Psychology , vol.66 , pp. 688-701
    • Rubin, D.1
  • 45
    • 34249093024 scopus 로고    scopus 로고
    • Stein, C., 1956. Efficient nonparametric testing and estimation. In: Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, vol. 1. University of California Press, Berkeley, pp. 1-2
  • 47
    • 1542574387 scopus 로고    scopus 로고
    • Inference for the complier-average causal effect from longitudinal data subject to noncompliance and missing data, with application to a job training assessment for the unemployed
    • Yau L., and Little R. Inference for the complier-average causal effect from longitudinal data subject to noncompliance and missing data, with application to a job training assessment for the unemployed. Journal of American Statistical Association 96 (2001) 1232-1244
    • (2001) Journal of American Statistical Association , vol.96 , pp. 1232-1244
    • Yau, L.1    Little, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.