Dummy Endogenous Variables in Nonseparable Models
نویسنده
چکیده
This paper considers the nonparametric identification and estimation of the average effect of a dummy endogenous variable in nonseparable models. The analysis includes the case of a dummy endogenous variable in a discrete choice model as a special case. This paper establishes conditions under which it is possible to identify and consistently estimate the average effect of the dummy endogenous variable without the use of large support conditions and without relying on parametric functional form or distributional assumptions. A root-N consistent and asymptotically normal estimator is developed for a special case of the model. JEL Numbers: C50, H43
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