Two-way exclusion restrictions in models with heterogeneous treatment effects

DOI10.1093/ECTJ/UTAA013MaRDI QIDQ5083236zbMATH OpenOpenAlexFDO

Authors Shenglong Liu, Ismael Mourifié, Yuanyuan Wan

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ectj/utaa013

zbMATH Keywords

heterogeneous treatment effectnonparametric identificationinvalid instrumental variablestwo-way exclusion

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(3)

• Two-way fixed effects and differences-in-differences estimators with several treatments
• A computational approach to identification of treatment effects for policy evaluation
• Instrument validity for heterogeneous causal effects

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