• Corpus ID: 235794896

Inference on Individual Treatment Effects in Nonseparable Triangular Models

  title={Inference on Individual Treatment Effects in Nonseparable Triangular Models},
  author={Jun Ma and Vadim Marmer and Zhengfei Yu},
  • Jun Ma, Vadim Marmer, Zhengfei Yu
  • Published 12 July 2021
  • Economics, Mathematics
In nonseparable triangular models with a binary endogenous treatment and a binary instrumental variable, Vuong and Xu (2017) show that the individual treatment effects (ITEs) are identifiable. Feng, Vuong, and Xu (2019) show that a kernel density estimator that uses nonparametrically estimated ITEs as observations is uniformly consistent for the density of the ITE. In this paper, we establish the asymptotic normality of the density estimator of Feng, Vuong, and Xu (2019) and show that despite… 

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