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来源类型Working Paper
规范类型报告
DOI10.3386/w11259
来源IDWorking Paper 11259
Structural Equations, Treatment Effects and Econometric Policy Evaluation
James J. Heckman; Edward Vytlacil
发表日期2005-04-11
出版年2005
语种英语
摘要This paper uses the marginal treatment effect (MTE) to unify the nonparametric literature on treatment effects with the econometric literature on structural estimation using a nonparametric analog of a policy invariant parameter; to generate a variety of treatment effects from a common semiparametric functional form; to organize the literature on alternative estimators; and to explore what policy questions commonly used estimators in the treatment effect literature answer. A fundamental asymmetry intrinsic to the method of instrumental variables is noted. Recent advances in IV estimation allow for heterogeneity in responses but not in choices, and the method breaks down when both choice and response equations are heterogeneous in a general way.
主题Econometrics ; Estimation Methods
URLhttps://www.nber.org/papers/w11259
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/568896
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GB/T 7714
James J. Heckman,Edward Vytlacil. Structural Equations, Treatment Effects and Econometric Policy Evaluation. 2005.
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