Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model

By Jeffrey M. Wooldridge. 2003

186 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b8270e1c3ba4d78b81d5ed4e4fd8fcb8106feec2

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Citations in the corpus

Ethnic Enclaves and Welfare Cultures - Quasi-Experimental Evidence (2005, background): “Wooldridge (2003) has recently shown that conventional two-stage least squares estimates (2SLS), including the interactions between the endogenous variable(s) and the exogenous characteristics, consistently estimates an average treatment effect (if there is treatment heterogeneity) under weaker…”
Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and to Forecast their Effects in New Environments (2007, methodology): “This specification can be seen as a nonparametric extension of the random coefficient models of Heckman and Vytlacil (1998) and Wooldridge (1997, 2003).”
Random Coefficients on Endogenous Variables in Simultaneous Equations Models (2014, background): “Random coefficients on endogenous variables in triangular systems are also well studied (Heckman and Vytlacil 1998, Wooldridge 1997, 2003).”
Instrumental variables estimation of the average treatment effect in the correlated random coefficient model (2008, methodology): “univariate response, y. I adopt the setup in Wooldridge (2003) , where I”
Performance Measure Properties and Delegation (2006, unknown): “Although the regression specification error test (RESET) proposed by Ramsey (1969) cannot reject the null-hypothesis that the reduced form equation is correctly specified, I re-estimate Equation (7) using the method proposed by Wooldridge (2003).”
TREATMENT EFFECT HETEROGENEITY I N T HEORY AND PRACTICE (2004, unknown): “Although conditional constant effects is the basis of much empirical work and may be a reasonable approximation for practical purposes, as a theoretical matter this is typically implausible unless treatment is exogenous; see, e.g., Wooldridge (1997, 2003).”
Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects (2008, unknown): “This speciﬁcation can be seen as a nonparametric, higher order generalization of the random coeﬃcient model analyzed by Heckman and Vytlacil (1998) and Wooldridge (1997, 2003, 2007).”
Estimating average partial effects under conditional moment independence assumptions (2004, background): “It follows from the general results in Wooldridge (2003b) that ignoring the estimated propensity score, using (4.5), (4.6), or (4.7), results in conservative standard errors.”
Heterogeneous treatment effects: instrumental variables without monotonicity? (2010, unknown): “This result can be regarded as an extension of the results by Wooldridge (1997, 2003) and Heckman and Vytlacil (1998) who propose to estimate the average treatment effect in a linear model using standard instrumental variables techniques.”