Estimating and Testing Models with Many Treatment Levels and Limited Instruments
---- Acknowledgements ----
Previously circulated as "Estimating and Testing Non-Linear Models Using Instrumental Variables." We thank Josh Angrist, David Card, Pedro Carneiro, Jim Heckman, Guido Imbens, the editor, two anonymous referees and seminar participants at the 2008 UM/MSU/UWO Summer Labor Conference, UCSD, and Stanford for their suggestions. We also thank Matias Cattaneo and Javier Cano Urbina for their excellent research assistance and comments, as well as Martijn van Hasselt and Youngki Shin for their many comments and suggestions. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.