arXiv 2 Apr 2019 · Econometrics · publishedJournal of Econometrics (2023) · 7 citations (OpenAlex)
arXiv:1904.01159 · PDF · DOI · OpenAlex · Extracted main text
Models with a discrete endogenous variable are typically underidentified when the instrument takes on too few values. This paper presents a new method that matches pairs of covariates and instruments to restore point identification in this scenario in a triangular model. The model consists of a structural function for a continuous outcome and a selection model for the discrete endogenous variable. The structural outcome function must be continuous and monotonic in a scalar disturbance, but it can be nonseparable. The selection model allows for unrestricted heterogeneity. Global identification is obtained under weak conditions. The paper also provides estimators of the structural outcome function. Two empirical examples of the return to education and selection into Head Start illustrate the value and limitations of the method.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chernozhukov and Hansen (2005) An IV model of quantile treatment effects | 1.000 | 8 | 4 | 100% |
| 2 | Newey and Powell (2003) Instrumental variable estimation of nonparametric models | 0.928 | 4 | 3 | 100% |
| 3 | D'Haultfuille and Février (2015) Identification of nonseparable triangular models with discrete instruments | 0.843 | 3 | 3 | 100% |
| 4 | Das (2005) Instrumental variables estimators of nonparametric models with discrete endogenous regressors | 0.843 | 3 | 3 | 100% |
| 5 | Imbens and Newey (2009) Identification and estimation of triangular simultaneous equations models without additivity | 0.843 | 3 | 3 | 100% |
| 6 | Newey, Powell, and Vella (1999) Nonparametric estimation of triangular simultaneous equations models | 0.843 | 3 | 3 | 100% |
| 7 | Torgovitsky (2015) Identification of nonseparable models using instruments with small support | 0.843 | 3 | 3 | 100% |
| 8 | Heckman and Vytlacil (2005) Structural equations, treatment effects, and econometric policy evaluation | 0.737 | 3 | 2 | 100% |
| 9 | Caetano and Escanciano (2020) Identifying multiple marginal effects with a single instrument | 0.644 | 2 | 2 | 100% |
| 10 | Card (1995) Using geographic variation in college proximity to estimate the return to schooling | 0.644 | 2 | 2 | 100% |
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