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- W609796671 abstract "This paper develops a speci…cation test for the instrument validity conditions in the hetero- geneous treatment eect model with a binary treatment and a discrete instrument. A necessary testable implication for the joint restriction of instrument exogeneity and instrument monotonic- ity is given by nonnegativity of point-identi…able complier's outcome densities. Our speci…cation test infers this testable implication using a Kolmogorov-Smirnov type test statistic. We provide a bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to both discrete and continuous outcome cases." @default.
- W609796671 created "2016-06-24" @default.
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- W609796671 date "2013-10-15" @default.
- W609796671 modified "2023-09-23" @default.
- W609796671 title "A bootstrap test for instrument validity in heterogeneous treatment effect models" @default.
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- W609796671 doi "https://doi.org/10.1920/wp.cem.2013.5313" @default.
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