Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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IDENTIFICATION OF DYNAMIC TREATMENT EFFECTS BY INSTRUMENTAL VARIABLES


Category: Econometrics
TREATMENT EFFECTS AND PROGRAM EVALUATION V
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.7
Session Chair(s): Francesca Cornaglia, LABORatorio ''Riccardo Revelli'', ITALY

Presenter(s): Miquel, Ruth

Co-Author(s): none

Keyword(s): Compliers, dynamic treatment regimes, Local Average Treatment Effect, nonparametric identification

JEL(s): C40

Abstract:

This paper considers the problem of the identification of local average treatment effects in a framework where dynamic sequences of programs are attended. Different sets of assumptions are settled depending on the dynamic form of the exclusion restriction. We clarify the concept of compliers in this multi-period framework. The introduction of a second period implies a loss of identification for some effects even if we do not have any endogeneity problem. Nevertheless all the effects for the population who complies each period are identified even in presence of the endogeneity problem coming from a participation decision based on past successes.


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Paper Reference Number: 539

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25th August 2002 - 28th August 2002, Venice, Italy

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