Control variables, discrete instruments, and identification of structural functions

Whitney Newey*, Sami Stouli*

*Corresponding author for this work

Research output: Contribution to journal › Article (Academic Journal) › peer-review

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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 languageEnglish
Number of pages16
JournalJournal of Econometrics
Volume(2020)
Early online date8 Sep 2020
DOIs
Publication statusE-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

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    Licence: CC BY-NC-ND

    Embargo ends: 8/09/22

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