Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/189795 
Year of Publication: 
2018
Series/Report no.: 
cemmap working paper No. CWP55/18
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Abstract: 
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identi cation results under a variety of restrictions on the way the endogenous variable and the control variables affect the outcome. We consider many structural objects of interest, such as average or quantile treatment effects. We illustrate our results with an empirical application to Engel curve estimation.
Subjects: 
Control variables
discrete instruments
structural functions
endogeneity
partially parametric
nonseparable models
identification
JEL: 
C14
C31
C35
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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