Instrumental variables estimation of the average treatment effect in the correlated random coefficient model

Advances in Econometrics

Volumn 21, Issue , 2008, Pages 93-116

  Wooldridge, Jeffrey M ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 39749166877     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0731-9053(07)00004-7     Document Type: Review

References (30)

1. Abadie A. Semiparametric instrumental variable estimation of treatment response models. Journal of Econometrics 113 (2003) 231-263
2. Angrist, J. D. (1991). Instrumental variables estimation of average treatment effects in econometrics and epidemiology. National Bureau of Economic Research Technical Working Paper no. 115.
3. Angrist J.D., and Krueger A.B. Does compulsory school attendance affect schooling and earnings?. Quarterly Journal of Economics 106 (1991) 979-1014
4. Barnow B., Cain G., and Goldberger A. Issues in the analysis of selectivity bias. Evaluation Studies 5 (1980) 42-59
5. Blundell R.W., and Powell J.L. Endogeneity in semiparametric binary response models. Review of Economic Studies 71 (2004) 655-679
6. Card D. Using geographic variation in college proximity to estimate the return to schooling. In: Christophides L.N., Grant E.K., and Swidinsky R. (Eds). Aspects of labour market behavior: Essays in honour of John Vanderkamp (1995), University of Toronto Press, Toronto 201-222
7. Card D. Estimating the return to schooling: Progress on some persistent econometric problems. Econometrica 69 (2001) 1127-1160
8. Chernozhukov V., and Hansen C. An IV model for quantile treatment effects. Econometrica 73 (2005) 245-261
9. Chernozhukov, V., Imbens, G. W., & Newey, W. K. (2004). Instrumental variable identification and estimation of nonseparable models via quantile conditions. Working Paper, MIT Department of Economics.
10. Chesher A. Identification in nonseparable models. Econometrica 71 (2003) 1405-1441
11. Chesher A. Nonparametric identification under discrete variation. Econometrica 73 (2005) 1525-1550
12. Garen J. The returns to schooling: A selectivity bias approach with a continuous choice variable. Econometrica 52 (1984) 1199-1218
13. Heckman J.J. The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models. Annals of Economic and Social Measurement 5 (1976) 475
14. Heckman J.J., and Navarro-Lozano S. Using matching, instrumental variables, and control functions to estimate economic choice models. Review of Economics and Statistics 86 (2004) 30-57
15. Heckman J.J., and Robb R. Alternative methods for solving the problem of selection bias in evaluating the impact of treatments on outcomes. In: Wainer H. (Ed). Drawing inferences from self-selected samples (1986), Springer-Verlag, New York 63-113
16. Heckman J.J., Tobias J.L., and Vytlacil E. Simple estimators for treatment parameters in a latent-variable framework. Review of Economics and Statistics 85 (2003) 748-755
17. Heckman J.J., and Vytlacil E. Instrumental variables methods for the correlated random coefficient model. Journal of Human Resources 33 (1998) 974-987
18. Imbens G.W., and Angrist J.D. Identification and estimation of local average treatment effects. Econometrica 62 (1994) 467-476
19. Imbens, G. W., & Newey, W. K. (2002). Identification and estimation of triangular simultaneous equations models without additivity. National Bureau of Economic Research Technical Working Paper no. 285.
20. Lee L.-F. Unionism and wage rates: A simultaneous equation model with qualitative and limited dependent variables. International Economic Review 19 (1978) 415-433
21. Newey W.K., and McFadden D. Large sample estimation and hypothesis testing. In: Engle R.F., and McFadden D. (Eds). Handbook of econometrics Vol. 4 (1994), North Holland, Amsterdam 2111-2245
22. Rivers D., and Vuong Q.H. Limited Information estimators and exogeneity tests for simultaneous probit models. Journal of Econometrics 39 (1988) 347-366
23. Smith R., and Blundell R. An exogeneity test for a simultaneous equation tobit model with an application to labor supply. Econometrica 54 (1986) 679-685
24. Vella F. A simple estimator for simultaneous equations models with censored endogenous regressors. International Economic Review 34 (1993) 441-457
25. Vella F., and Verbeek M. Estimating and interpreting models with endogenous treatment effects. Journal of Business and Economic Statistics 17 (1999) 473-478
26. Wooldridge J.M. On two stage least squares estimation of the average treatment effect in a random coefficient model. Economics Letters 56 (1997) 129-133
27. Wooldridge J.M. Econometric analysis of cross section and panel data (2002), MIT Press, Cambridge, MA
28. Wooldridge J.M. Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model. Economics Letters 79 (2003) 185-191
29. Wooldridge, J. M. (2004). Estimating average partial effects under conditional moment independence assumptions. Working Paper, Michigan State University Department of Economics.
30. Wooldridge J.M. Unobserved heterogeneity and estimation of average partial effects. In: Andrews D.W.K., and Stock J.H. (Eds). Identification and inference for econometric models: Essays in honor of Thomas Rothenberg (2005), Cambridge University Press, Cambridge 27-55