TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT
连续处理效应是否随处理水平变化的检验
This paper provides nonparametric tests for hypotheses about the effects of a continuous treatment variable in a nonseparable structural equation. Specifically, we consider local average responses and average partial effects and test whether these effects are identical across different levels of treatment, including testing whether they are zero for all treatment levels as a special case. Our tests are based on consistent procedures of Bierens (1982, Journal of Econometrics…