| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w21391 |
| 来源ID | Working Paper 21391 |
| The Economics of Exclusion Restrictions in IV Models | |
| Damon Jones | |
| 发表日期 | 2015-07-27 |
| 出版年 | 2015 |
| 语种 | 英语 |
| 摘要 | We explore a key underlying assumption, the exclusion restriction, commonly used in interpreting IV estimates in the presence of heterogenous treatment effects as a local average treatment effect (LATE). We show through a series of simple examples that in some commonly featured cases that this assumption is likely to be violated among inframarginal agents, i.e. the always- and never-takers. This violation of the exclusion restriction will generally confound the LATE interpretation of the associated IV results. We discuss potential adjustments to IV estimates in the presence of this bias. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w21391 |
| 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/579066 |
| 推荐引用方式 GB/T 7714 | Damon Jones. The Economics of Exclusion Restrictions in IV Models. 2015. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Damon Jones]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Damon Jones]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Damon Jones]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
