Estimation of treatment effects under endogenous heteroskedasticity

DOI10.1016/j.jeconom.2021.01.011arXiv1803.06557OpenAlexW3172042211MaRDI QIDQ6163244

Haiqing Xu, Jason Abrevaya

Publication date: 9 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.06557

zbMATH Keywords

instrumental variableaverage treatment effectlocal average treatment effectendogenous heteroskedasticityindividual treatment effect

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Inference on individual treatment effects in nonseparable triangular models

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