In: Journal of Business and Economic Statistics, 2019, vol. 37, no. 4, p. 736-748
This article proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the treatment effect at the rate of one- dimensional nonparametric regression, irrespective of the...
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In: Discussion papers on business and economics, 2017, vol. 2, p. 1-69
In heterogeneous treatment effect models with endogeneity, identification of the LATE typically relies on the availability of an exogenous instrument monotonically related to treatment participation. We demonstrate that a strictly weaker local monotonicity condition identifies the LATEs on compliers and on defiers. We propose simple estimators that are potentially more efficient than 2SLS,...
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In: Review of economics and statistics, 2015, vol. 97, no. 2, p. 398-411
We derive testable implications of instrument validity in just identified treat- ment effect models with endogeneity and consider several tests. The identifying assump- tions of the local average treatment effect allow us to both point identify and bound the mean potential outcomes (i) of the always takers under treatment and (ii) of the never takers under non-treatment. The point identified...
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In: Labour, 2015, vol. 29, no. 1, p. 1-14
We test the validity of the sibling sex ratio instrument in Angrist and Evans (1998) using the methods proposed by Kitagawa (2008) and Huber and Mellace (2014). The sex ratio of the first two siblings is arguably randomly assigned and influences the probability of having a third child, which makes it a candidate instrument for fertility when estimating the effect of fertility on female labor...
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