Identifications of the Distribution of Treatment Effect with Duration Outcomes


David Koch, Steve Ofili, Abel Cudjoe

Abstract


Identification in econometric models maps prior assumptions and the data to information about a parameter of interest. However, there are two important features characterize duration data. The first feature is that the data may be censored, and the second characteristic of duration data is that exogenous determinants of the event times characterizing the data may change during the event spell. The two features induce some well-known identification issues for the duration models. Following the recent literature in partial identification, we provide the conditions when the duration models could be identified and provide several suggestions for the confidence bounds of partial identifications.

Keywords


Competing risk, Nonparametric, Confidence bounds.

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About this article

Title

Identifications of the Distribution of Treatment Effect with Duration Outcomes

Keywords

Competing risk, Nonparametric, Confidence bounds.

DOI

10.20448/journal.525.2017.11.36.41

Date

2017-10-25

Additional Links

Manuscript Submission

Journal

Journal of Banking and Financial Dynamics
Vol 1, No 1 (2017) Page: 36-41

Statistics

3 Views | 4 Downloads

Citations

0

Authors & Affiliations

David Koch
Economic Development Department, Private Bag X9047, Cape Town, 8000
South Africa

Steve Ofili
Department of Economics & Statistics, University of Benin, Benin City, Edo State
Nigeria

Abel Cudjoe
Institute of Statistical, Social and Economic Research, University of Ghana, Legon
Ghana


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