Instrument-residual estimator for multi-valued instruments under full monotonicity

DOI10.1016/J.SPL.2024.110187MaRDI QIDQ6589428FDOQ6589428

Myoung-jae Lee, Bora Kim

Publication date: 19 August 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

monotonicityinstrumental variable estimatorheterogeneous effectoverlap weightcompliermulti-valued instrument

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

Cites Work

• Mostly harmless econometrics. An empiricist's companion.
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• Identification and Estimation of Local Average Treatment Effects
• Balancing Covariates via Propensity Score Weighting
• Estimating the Labor Market Impact of Voluntary Military Service Using Social Security Data on Military Applicants
• Simple least squares estimator for treatment effects using propensity score residuals
• Overlap weight and propensity score residual for heterogeneous effects: a review with extensions
• Instrument Residual Estimator for Any Response Variable with Endogenous Binary Treatment
• Locally Robust Semiparametric Estimation
• Bounding endogenous regressor coefficients using moment inequalities and generalized instruments

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