Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models

被引:7
|
作者
Jun, Sung Jae [1 ,2 ]
Pinkse, Joris [1 ,2 ]
Xu, Haiqing [3 ]
Yildiz, Nese [4 ]
机构
[1] Penn State Univ, CAPCP, 608 Kern Grad Bldg, University Pk, PA 16802 USA
[2] Penn State Univ, Dept Econ, 608 Kern Grad Bldg, University Pk, PA 16802 USA
[3] Univ Texas Austin, Dept Econ, Austin, TX 78712 USA
[4] Univ Rochester, Dept Econ, 222 Harkness Hall, Rochester, NY 14627 USA
来源
ECONOMETRICS | 2016年 / 4卷 / 01期
基金
美国国家科学基金会;
关键词
nonparametric identification; discrete endogenous regressors; triangular models;
D O I
10.3390/econometrics4010007
中图分类号
F [经济];
学科分类号
02 ;
摘要
We consider a model in which an outcome depends on two discrete treatment variables, where one treatment is given before the other. We formulate a three-equation triangular system with weak separability conditions. Without assuming assignment is random, we establish the identification of an average structural function using two-step matching. We also consider decomposing the effect of the first treatment into direct and indirect effects, which are shown to be identified by the proposed methodology. We allow for both of the treatment variables to be non-binary and do not appeal to an identification-at-infinity argument.
引用
收藏
页数:21
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