arXiv 30 Dec 2021 · Econometrics · publishedJournal of Business and Economic Statistics (2023) · 4 citations (OpenAlex)
arXiv:2112.15114 · PDF · DOI · OpenAlex · Extracted main text
We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one's outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors' treatments, both of which are treated as endogenous variables. Using a control function approach with appropriate instrumental variables, we show that the conditional mean potential outcome can be nonparametrically identified. We also consider a more empirically tractable semiparametric model and develop a three-step estimation procedure for this model. As an empirical illustration, we investigate the causal effect of the regional unemployment rate on the crime rate.
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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 | Imbens, G.W. and Newey, W.K (2009) Identification and estimation of triangular simultaneous equations models without additivity | 0.811 | 4 | 2 | 100% |
| 2 | Jenish, N. and Prucha, I.R (2009) Central limit theorems and uniform laws of large numbers for arrays of random fields | 0.737 | 5 | 3 | 40% |
| 3 | Blundell, R. and Powell, J.L (2003) Endogeneity in nonparametric and semiparametric regression models | 0.737 | 3 | 2 | 100% |
| 4 | Chernozhukov, V., Fernández-Val, I., Newey, W., Stouli, S., and Vell… (2020) Semiparametric estimation of structural functions in nonseparable triangular models | 0.644 | 2 | 2 | 100% |
| 5 | Florens, J.P., Heckman, J.J., Meghir, C., and Vytlacil, E (2008) Identification of treatment effects using control functions in models with continuous, endogenous treatment and heterogeneous ef… | 0.644 | 2 | 2 | 100% |
| 6 | Hoshino, T. and Yanagi, T (2021) a self | 0.644 | 2 | 2 | 100% |
| 7 | Hu, L., Huang, T., and You, J (2019) Estimation and identification of a varying-coefficient additive model for locally stationary processes | 0.644 | 2 | 2 | 100% |
| 8 | Huang, J.Z (2003) Local asymptotics for polynomial spline regression | 0.644 | 2 | 2 | 100% |
| 9 | Newey, W. and Stouli, S (2021) Control variables, discrete instruments, and identification of structural functions | 0.644 | 2 | 2 | 100% |
| 10 | Zhang, X. and Wang, J.L (2015) Varying-coefficient additive models for functional data | 0.644 | 2 | 2 | 100% |
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