Identification of multi-valued treatment effects with unobserved heterogeneity

Koki Fusejima

Journal of Econometrics, 2024, vol. 238, issue 1

Abstract: In this paper, we establish sufficient conditions for identifying treatment effects on continuous outcomes in endogenous and multi-valued discrete treatment settings with unobserved heterogeneity. We employ the monotonicity assumption for multi-valued discrete treatments and instruments, and our identification condition has a clear economic interpretation. In addition, we identify the local treatment effects in multi-valued treatment settings and derive closed-form expressions of the identified treatment effects. We provide examples to illustrate the usefulness of our result.

Keywords: Treatment effect; Unobserved heterogeneity; Identification; Endogeneity; Instrumental variable (search for similar items in EconPapers)
JEL-codes: C14 C21 C26 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002798

DOI: 10.1016/j.jeconom.2023.105563

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