全球智库信息集成服务系统(G2TT): Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis

G2TT

来源类型	Working Paper
规范类型	报告
DOI	10.3386/t0307
来源ID	Technical Working Paper 0307
	Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis
	Azeem Shaikh; Edward Vytlacil
发表日期	2005-05-09
出版年	2005
语种	英语
摘要	This paper considers the evaluation of the average treatment effect of a binary endogenous regressor on a binary outcome when one imposes a threshold crossing model on both the endogenous regressor and the outcome variable but without imposing parametric functional form or distributional assumptions. Without parametric restrictions, the average effect of the binary endogenous variable is not generally point identified. This paper constructs sharp bounds on the average effect of the endogenous variable that exploit the structure of the threshold crossing models and any exclusion restrictions. We also develop methods for inference on the resulting bounds.
主题	Econometrics ; Estimation Methods
URL	https://www.nber.org/papers/t0307
来源智库	National Bureau of Economic Research (United States)
引用统计
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/568947
推荐引用方式 GB/T 7714	Azeem Shaikh,Edward Vytlacil. Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis. 2005.