Identification of Dynamic Treatment Effects by Instrumental Variables

Ruth Miquel ()

University of St. Gallen Department of Economics working paper series 2002 from Department of Economics, University of St. Gallen

Abstract: This paper considers the problem of the identification of causal effects using instrumental variables. We are interested in the effects of some treatments on certain outcomes. First, we consider that a participation in a treatment or a program is only possible one time but we have the choice between more than one program. Under a monotonicity condition and an exclusion restriction, pair-wise Local Average Treatment Effects are identifiable. Second, we consider the case where only one program is available but more than one participation is possible, leading to a comparison of sequences of participations (or sequences of programs). In this framework a problem of endogeneity appears: the outcome after one period, affected by the participation in this period, can influence the participation in the next period. Under different versions of the monotonicity condition and the exclusion restriction, identification of the causal effects of sequences of programs are investigated. The introduction of a second period implies a loss of identification for some effects of interest even without any endogeneity problem.

Keywords: Compliers; Local Average Treatment Effect; dynamic treatment regimes; nonparametric identification; instruments (search for similar items in EconPapers)
JEL-codes: C40 (search for similar items in EconPapers)
Pages: 44 pages
Date: 2002-05
New Economics Papers: this item is included in nep-ecm, nep-hea and nep-lab
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:usg:dp2002:2002-11

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