Abstract
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identification results under a variety of restrictions on the way the endogenous variable and the control variables affect the outcome. We consider many structural objects of interest, such as average or quantile treatment effects. We illustrate our results with an empirical application to Engel curve estimation.
Original language | English |
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Pages (from-to) | 1-16 |
Number of pages | 16 |
Journal | Journal of Econometrics |
Volume | (2020) |
Issue number | 0 |
Early online date | 8 Sep 2020 |
DOIs | |
Publication status | E-pub ahead of print - 8 Sep 2020 |
Structured keywords
- ECON Econometrics
- ECON CEPS Data
Keywords
- Control variables
- discrete instruments
- structural functions
- endogeneity
- partially nonparametric
- nonseparable models
- identification
- treatment effects