Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects

We thank two anonymous referees and Whitney Newey for their comments. We also thank participants at the Berkeley-Stanford (March 2001) workshop on non-parametric models with endogenous regressors as well as participants at the UCL empirical microeconomics workshop for useful comments. J. Heckman would like to thank NIH R01-HD043411 and NSF SES-024158 for research support. C. Meghir would like to thank the Centre for Economics of Education and the ESRC for funding through the Centre for Fiscal policy at the IFS and his ESRC Professorial Fellowship. E. Vytlacil would like to thank the NSF for financial support (NSF SES-05-51089). The views expressed in this paper are those of the authors and not necessarily those of the funders listed here nor of the national Bureau of Economic Research. All errors are our own.