Testing and relaxing the exclusion restriction in the control function approach

X D'Haultfœuille, S Hoderlein, Y Sasaki - Journal of Econometrics, 2021 - Elsevier
The control function approach which employs an instrumental variable excluded from the
outcome equation is a very common solution to deal with the problem of endogeneity in …

Control variables, discrete instruments, and identification of structural functions

W Newey, S Stouli - Journal of Econometrics, 2021 - Elsevier
Control variables provide an important means of controlling for endogeneity in econometric
models with nonseparable and/or multidimensional heterogeneity. We allow for discrete …

A correlated random coefficient panel model with time-varying endogeneity

L Laage - arXiv preprint arXiv:2003.09367, 2020 - arxiv.org
This paper studies a class of linear panel models with random coefficients. We do not restrict
the joint distribution of the time-invariant unobserved heterogeneity and the covariates. We …

Some problems related to random coefficients models and data combination in economics

C Gaillac - 2021 - publications.ut-capitole.fr
The first three chapters of this thesis study some random coefficients models. The third
chapter, being also a data combination problem, draws the link with the fourth one. The fifth …

Matching points: Supplementing instruments with covariates in triangular models

J Feng - Journal of Econometrics, 2024 - Elsevier
Abstract Models with a discrete endogenous variable and an instrument that takes on fewer
values are common in economics. This paper presents a new method that matches pairs of …