Correcting for Endogeneity in Models with Bunching
提出一种新的控制函数方法，用于处理处理变量在支撑集一角存在聚集时的内生性问题，该方法利用分布形状约束而不需要排除限制，并应用于电视观看对儿童认知和非认知技能的影响研究。
We develop a novel control function approach in models where the treatment variable has bunching at one corner of its support. This situation typically arises when the treatment variable is a constrained choice and some observations choose the corner solution. The method exploits distributional shape restrictions but makes no exclusion restrictions. We provide estimators and establish their asymptotic behavior, prove the convergence of the bootstrap, and develop tests of the identification assumptions. An application reveals that watching television has no effect on cognitive skills and a negative effect on noncognitive skills in children.