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Evaluating local average and quantile treatment effects under endogeneity based on instruments : a review

Huber, Martin ; Wüthrich, Kaspar

(Working Papers SES ; 479)

This paper provides a review of methodological advancements in the evaluation of heterogeneous treatment effect models based on instrumental variable (IV) methods. We focus on models that achieve identification through a monotonicity assumption on the selection equation and analyze local average and quantile treatment effects for the subpopulation of compliers. We start with a comprehensive...