2003
DOI: 10.1111/1468-0262.00456
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The Nonparametric Identification of Treatment Effects in Duration Models

Abstract: This paper analyzes the specification and identification of causal multivariate duration models. We focus on the case in which one duration concerns the point in time a treatment is initiated and we are interested in the effect of this treatment on some outcome duration. We define "no anticipation of treatment" and relate it to a common assumption in biostatistics. We show that (i) no anticipation and (ii) randomized treatment assignment can be imposed without restricting the observational data. We impose (i) … Show more

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Cited by 545 publications
(735 citation statements)
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References 44 publications
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“…2 This allows identifying the causal effects of the health shock on the disability and employment status without exclusion restrictions or strong functional form restrictions. Abbring and Van den Berg (2003) and Heckman and Navarro (2007) provide extensive discussions on the identification of causal effects in event-history models and discrete-time discrete-choice models, respectively. We return to identification issues later.…”
Section: Theoretical Background and The Empirical Modelmentioning
confidence: 99%
See 2 more Smart Citations
“…2 This allows identifying the causal effects of the health shock on the disability and employment status without exclusion restrictions or strong functional form restrictions. Abbring and Van den Berg (2003) and Heckman and Navarro (2007) provide extensive discussions on the identification of causal effects in event-history models and discrete-time discrete-choice models, respectively. We return to identification issues later.…”
Section: Theoretical Background and The Empirical Modelmentioning
confidence: 99%
“…We refer to Appendix A for a more elaborate, but intuitive explanation of the identification of our model. Abbring and Van den Berg (2003) provide a formal discussion of identification in event history models.…”
Section: Empirical Specificationmentioning
confidence: 99%
See 1 more Smart Citation
“…Given that we do not have the precise dates for these windfalls, we cannot implement a timing of events framework à la Abbring and van den Berg (2003), and rely on the exogeneity of windfall wealth gains as key identifying strategy. Section (2) outlined the reasons for the stationarity of the optimal search strategy in our framework: workers compare their current job to job offers and home production opportunities arriving at a Poisson rate.…”
Section: Job Quality Search and Wealthmentioning
confidence: 99%
“…Their proposal does, however, not allow for the actual estimation of a treatment effect. Also related to our work is the large literature on parametric modelling for the estimation of a treatment effect on survival times, see, e.g., Robins (1999), Hernán, Brumback and Robins (2001) and Abbring and van der Berg (2003). For instance, Robins and co-authors also use a potential outcome framework although focusing on parametric modelling of the data generating mechanism.…”
Section: Introductionmentioning
confidence: 99%