Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects

Jean-Pierre Florens, James Heckman, Costas Meghir and Edward Vytlacil

No 14002, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity but, unlike alternative nonparametric control function approaches, our approach does not require large support assumptions.

JEL-codes: C21 C31 (search for similar items in EconPapers)
Date: 2008-05
New Economics Papers: this item is included in nep-ecm
Note: TWP
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Published as J. P. Florens & J. J. Heckman & C. Meghir & E. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects," Econometrica, Econometric Society, vol. 76(5), pages 1191-1206, 09.

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Journal Article: Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects (2008)
Working Paper: Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects (2008)
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