Nonparametric instrumental variable methods for dynamic treatment evaluation

• Verfasst von: Berg, Gerard J. van den [VerfasserIn]
• Verfasst von: Bonev, Petyo [VerfasserIn]
• Verfasst von: Mammen, Enno [VerfasserIn]
• Titel: Nonparametric instrumental variable methods for dynamic treatment evaluation
• Verf.angabe: Gerard J. van den Berg, Petyo Bonev, and Enno Mammen
• E-Jahr: 2020
• Jahr: May 01 2020
• Umfang: 13 S.
• Fussnoten: Gesehen am 26.03.2021
• Titel Quelle: Enthalten in: The review of economics and statistics
• Ort Quelle: Cambridge, Mass. : MIT Press, 1919
• Jahr Quelle: 2020
• Band/Heft Quelle: 102(2020), 2 vom: Mai, Seite 355-367
• ISSN Quelle: 1530-9142
• ISSN Quelle: 2329-0560
• DOI: doi:10.1162/rest_a_00843
• Datenträger: Online-Ressource
• Sprache: eng
• Bibliogr. Hinweis: Erscheint auch als : Druck-Ausgabe: Berg, Gerard J. van den, 1962 - : Nonparametric instrumental variable methods for dynamic treatment evaluation. - 2020
• K10plus-PPN: 1752582063

Abstract

We develop an instrumental variable approach for identification of dynamic treatment effects on survival outcomes in the presence of dynamic selection, noncompliance, and right-censoring. The approach is nonparametric and does not require independence of observed and unobserved characteristics or separability assumptions. We propose estimation procedures and derive asymptotic properties. We apply our approach to evaluate a policy reform in which the pathway of unemployment benefits as a function of the unemployment duration is modified. Those who were unemployed at the reform date could choose between the old and the new regime. We find that the new regime has a positive average causal effect on the job finding rate.