Manudeep Bhuller, Henrik Sigstad
arXiv 16 May 2022 · Econometrics · publishedJournal of Econometrics (2024) · 21 citations (OpenAlex)
arXiv:2205.07836 · PDF · DOI · OpenAlex · Extracted main text
We study what two-stage least squares (2SLS) identifies in models with multiple treatments under treatment effect heterogeneity. Two conditions are shown to be necessary and sufficient for the 2SLS to identify positively weighted sums of agent-specific effects of each treatment: average conditional monotonicity and no cross effects. Our identification analysis allows for any number of treatments, any number of continuous or discrete instruments, and the inclusion of covariates. We provide testable implications and present characterizations of choice behavior implied by our identification conditions.
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| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Bhuller, Manudeep, Dahl, Gordon B., Lken, Katrine V., & Mogstad, Magne (2020) Incarceration, Recidivism, and Employment self | 1.000 | 19 | 4 | 100% |
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| 3 | Heckman, James J, & Vytlacil, Edward J (2007) Econometric evaluation of social programs, part II: Using the marginal treatment effect to organize alternative econometric esti… | 1.000 | 8 | 4 | 100% |
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| 10 | Heinesen, Eskil, Hvid, Christian, Kirkeben, Lars Johannessen, Leuven… (2022) Instrumental Variables with Unordered Treatments: Theory and Evidence from Returns to Fields of Study | 0.843 | 4 | 3 | 75% |
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