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Testing a conditional form of exogeneity

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  • White, Halbert
  • Chalak, Karim

Abstract

We give two new approaches to testing conditional exogeneity. This condition ensures unconfoundedness and identification of structural effects. Our approaches permit the presence of treatment effects under the null, thereby complementing methods of Rosenbaum (1987) and Heckman and Hotz (1989).

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 109 (2010)
Issue (Month): 2 (November)
Pages: 88-90

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Handle: RePEc:eee:ecolet:v:109:y:2010:i:2:p:88-90

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Web page: http://www.elsevier.com/locate/ecolet

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Keywords: Causality Conditional exogeneity Nonparametric test Treatment effect Unconfoundedness;

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References

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  1. Jinyong Hahn, 2004. "Functional Restriction and Efficiency in Causal Inference," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 73-76, February.
  2. Whitney Newey & Guido Imbens, 2004. "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Econometric Society 2004 North American Summer Meetings 594, Econometric Society.
  3. Guido W. Imbens, 2003. "Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review," NBER Technical Working Papers 0294, National Bureau of Economic Research, Inc.
  4. Stefan Hoderlein & Enno Mammen, 2007. "Identification of Marginal Effects in Nonseparable Models Without Monotonicity," Econometrica, Econometric Society, vol. 75(5), pages 1513-1518, 09.
  5. Hoderlein, Stefan, 2011. "How many consumers are rational?," Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
  6. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
  7. James J. Heckman, 1989. "Choosing Among Alternative Nonexperimental Methods for Estimating the Impact of Social Programs: The Case of Manpower Training," NBER Working Papers 2861, National Bureau of Economic Research, Inc.
  8. Joseph G. Altonji & Rosa L. Matzkin, 2005. "Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors," Econometrica, Econometric Society, vol. 73(4), pages 1053-1102, 07.
  9. Halbert White & Xun Lu, 2010. "Granger Causality and Dynamic Structural Systems," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(2), pages 193-243, spring.
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Cited by:
  1. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
  2. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.

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