Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5095778 | Journal of Econometrics | 2015 | 8 Pages |
Abstract
This paper considers the evaluation of the average treatment effect (ATE) in a triangular system with binary dependent variables. I impose a threshold crossing model on both the endogenous regressor and the outcome. The bounds proposed by Shaikh and Vytlacil (2011,SV) on the ATE are sharp only under a restrictive condition on the support of the covariates and the instruments, which rules out a wide range of models and many relevant applications. In this setting, I provide a methodology that allows the construction of sharp bounds on the ATE by efficiently using the variation of covariates without imposing support restrictions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ismael Mourifié,