Sharp bounds on treatment effects in a binary triangular system

Ismael Mourifié ()

Journal of Econometrics, 2015, vol. 187, issue 1, 74-81

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.

Keywords: Partial identification; Threshold crossing model; Triangular system; Average treatment effect; Endogeneity (search for similar items in EconPapers)
JEL-codes: C14 C31 C35 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:187:y:2015:i:1:p:74-81

DOI: 10.1016/j.jeconom.2015.01.006

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