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外文期刊>The Review of Economic Studies
>Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and itsConfidence Sets
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Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and itsConfidence Sets
In this paper, we establish sharp bounds on the joint distribution of potential outcomes and thedistribution of treatment effects in parametric switching regime models with normal mean-variancemixture errors and in the semi-parametric switching regime models of Heckman (1990). Our results forparametric switching regime models with normal mean-variance mixture errors extend some existingresults for the Gaussian switching regime model and our results for semi-parametric switching regimemodels supplement the point identification results of Heckman (1990). Compared with thecorresponding sharp bounds when selection is random, we observe that self-selection tightens thebounds on the joint distribution of the potential outcomes and the distribution of treatment effects.These bounds depend on the identified model parameters only and can be easily estimated once theidentified model parameters are estimated. The important issue of inference is briefly discussed.
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