Journal article

Local Average and Quantile Treatment Effects Under Endogeneity: A Review


  • Huber, Martin ORCID University of Fribourg, Bd. de Pérolles 90, 1700 Fribourg, Switzerland
  • Wüthrich, Kaspar UC San Diego, Department of Economics, San Diego, 9500 Gilman Dr. La Jolla, CA 92093, USA
  • 2019
Published in:
  • Journal of Econometric Methods. - Walter de Gruyter GmbH. - 2019, vol. 8, no. 1, p. 20170007
English This paper provides a review of methodological advancements in the evaluation of heterogeneous treatment effect models based on instrumental variable (IV) methods. We focus on models that achieve identification by assuming monotonicity of the treatment in the IV and analyze local average and quantile treatment effects for the subpopulation of compliers. We start with a comprehensive discussion of the binary treatment and binary IV case as for instance relevant in randomized experiments with imperfect compliance. We then review extensions to identification and estimation with covariates, multi-valued and multiple treatments and instruments, outcome attrition and measurement error, and the identification of direct and indirect treatment effects, among others. We also discuss testable implications and possible relaxations of the IV assumptions, approaches to extrapolate from local to global treatment effects, and the relationship to other IV approaches.
Faculté des sciences économiques et sociales et du management
Département d'économie politique
  • English
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