A note on testing instrument validity for the identification of LATE

Lukas Laffers; Giovanni Mellace

doi:10.1007/s00181-016-1148-7

A note on testing instrument validity for the identification of LATE

Lukas Laffers, Giovanni Mellace

Matej Bel University

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Abstract

In this paper, we show that the testable implications derived in Huber and Mellace (Rev Econ Stat 97:398, 2015) are the best possible to detect invalid instruments in the presence of heterogeneous treatment effects and endogeneity. We also provide formal proof of the fact that those testable implications are only necessary, but not sufficient, conditions for instrument validity.

Originalsprog	Engelsk
Tidsskrift	Empirical Economics
Vol/bind	53
Udgave nummer	3
Sider (fra-til)	1281-1286
ISSN	0377-7332
DOI	https://doi.org/10.1007/s00181-016-1148-7
Status	Udgivet - nov. 2017

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10.1007/s00181-016-1148-7

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Citationsformater

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A note on testing instrument validity for the identification of LATE

Abstract

Dokumenter og links

SDU link

Fingeraftryk

Citationsformater