Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment

@inproceedings{KASY2014InstrumentalVW,
  title={Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment},
  author={MAXIMILIAN KASY},
  year={2014}
}
  • MAXIMILIAN KASY
  • Published 2014
This article discusses identification in continuous triangular systems without restrictions on heterogeneity or functional form. We do not assume separability of structural functions, restrictions on the dimensionality of unobservables, or monotonicity in unobservables. We do maintain monotonicity of the first stage relationship in the instrument and consider the case of real-valued treatment. Under these conditions alone, and given rich enough support of the data, potential outcome… CONTINUE READING

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