Heterogeneous treatment effects: Instrumental variables without monotonicity? - Archive ouverte HAL Access content directly
Journal Articles Econometrics Year : 2009

Heterogeneous treatment effects: Instrumental variables without monotonicity?

Tobias J. Klein
  • Function : Correspondent author
  • PersonId : 910702

Connectez-vous pour contacter l'auteur

Abstract

Imbens and Angrist (1994) were the first to exploit a monotonicity condition in order to identify a local average treatment effect parameter using instrumental variables. More recently, suggested estimation of a variety of treatment effect parameters using a local version of their approach. We investigate the sensitivity of respective estimates to random departures from monotonicity. Approximations to respective bias terms are derived. In an empirical application the bias is calculated and bias corrected estimates are obtained. The accuracy of the approximation is investigated in a Monte Carlo study.
Fichier principal
Vignette du fichier
PEER_stage2_10.1016%2Fj.jeconom.2009.08.006.pdf (863.41 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-00625557 , version 1 (22-09-2011)

Identifiers

Cite

Tobias J. Klein. Heterogeneous treatment effects: Instrumental variables without monotonicity?. Econometrics, 2009, 155 (2), pp.99. ⟨10.1016/j.jeconom.2009.08.006⟩. ⟨hal-00625557⟩

Collections

PEER
22 View
359 Download

Altmetric

Share

Gmail Facebook X LinkedIn More