Control variables, discrete instruments, and identification of structural functions

Whitney Newey and Sami Stouli

No CWP55/18, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

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 identi cation 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.

Date: 2018-09-18
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Citations: View citations in EconPapers (5)

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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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