Control Variables, Discrete Instruments, and Identification of Structural Functions

Whitney Newey and Sami Stouli

Bristol Economics Discussion Papers from School of Economics, University of Bristol, UK

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.

Keywords: Control variables; discrete instruments; structural functions; endogeneity; partially parametric; nonseparable models; identification. (search for similar items in EconPapers)
JEL-codes: C14 C31 C35 (search for similar items in EconPapers)
Pages: 49 pages.
Date: 2018-09-21
New Economics Papers: this item is included in nep-ecm and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

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Related works:
Journal Article: Control variables, discrete instruments, and identification of structural functions (2021)
Working Paper: Control Variables, Discrete Instruments, and Identification of Structural Functions (2019)
Working Paper: Control variables, discrete instruments, and identification of structural functions (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:bri:uobdis:18/702

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