Two-Way Exclusion Restrictions in Models with Heterogeneous Treatment Effects
2016/05/20
研討會日期 : 2016-05-20
時間 : 10:30
主講人 : Professor Yuanyuan Wan
主持人 : Professor Yu-Chin Hsu
地點 : Conference Room B110
演講者簡介 : Prof. Wan received his Ph.D. in Economics from The Pennsylvania State University in 2011. He is currently an Assistant Professor at University of Toronto. His research fields are Econometrics, and applied econometrics.
演講摘要 : This paper discusses identification and estimation of nonparametric structural functions in models with discrete endogenous regressors (treatment) and additive treatment-specific error terms. We do not make functional form assumption or impose shape restrictions on the selection equation, which is also allowed to contain multi-dimensional error vectors. We focus on applications in which there exists two-way exclusive variables: (i) an outcome-exclusive variable which affects the treatment but is excluded from the potential outcome equation, (ii) another treatment-exclusive exogenous variable which affects the potential outcome but excluded from the selection equation. We nonparametrically identify the derivative of conditional average treatment effect and (up to a location normalization) the conditional average treatment effect. We also propose an asymptotically normal two-step estimator.
