Abstract
Many policies operate through two different channels: the extensive margin (e.g., the decision to participate) and the intensive margin (e.g., the intensity of the response conditional on participation). This paper develops a novel identification strategy to estimate the intensive margin effect in panel data settings. I adapt the Horowitz-Manski-Lee bounds to the Changes-in-Changes framework to partially identify both the average and quantile intensive margin treatment effects. Additionally, I explore how to leverage multiple sources of sample selection to relax the monotonicity assumption in the original Horowitz-Manski-Lee bounds, which may be of independent interest. Alongside the identification strategy, I present estimators and inference results. I illustrate the relevance of the proposed methodology by analyzing a job training program in Colombia.
For past presentations, click here.