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Sharp Bounds On Treatment Effects In A Binary Triangular System

  • Ismael MOURIFIÉ

This paper considers the evaluation of the average treatment e ffect (ATE) in a triangular system with binary dependent variables. I impose a threshold crossing model on both endogenous regressor and the outcome. No parametric functional form or distributional assumptions are imposed. Shaikh and Vytlacil (2011, SV) proposed bounds on ATE which are sharp only under a restrictive condition on the support of the covariates and the instruments, which rules out a wide range of models and many relevant applications. In some cases, when SV's support condition fails, their bounds retrieve the same empirical content as the model with unrestricted endogenous regressor. In this setting, I provide a methodology which allows to construct sharp bounds on the ATE by efficiently using variation on covariates without imposing support restrictions.

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Paper provided by University of Toronto, Department of Economics in its series Working Papers with number tecipa-498.

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Length: Unknown pages
Date of creation: 01 Oct 2013
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Handle: RePEc:tor:tecipa:tecipa-498
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  1. Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Working Papers 13039, National Bureau of Economic Research, Inc.
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  8. Fan, Yanqin & Park, Sang Soo, 2010. "Sharp Bounds On The Distribution Of Treatment Effects And Their Statistical Inference," Econometric Theory, Cambridge University Press, vol. 26(03), pages 931-951, June.
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  12. Canton, Erik & Blom, Andreas, 2004. "Can student loans improve accessibility to higher education and student performance? An impact study of the case of SOFES, Mexico," Policy Research Working Paper Series 3425, The World Bank.
  13. Kasy, Maximilian, 2011. "Identification In Triangular Systems Using Control Functions," Econometric Theory, Cambridge University Press, vol. 27(03), pages 663-671, June.
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  15. Beffy, Magali & Fougère, Denis & Maurel, Arnaud, 2010. "The Effect of Part-Time Work on Post-Secondary Educational Attainment: New Evidence from French Data," IZA Discussion Papers 5069, Institute for the Study of Labor (IZA).
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