《Nonparametric instrumental regression with right censored duration
outcomes》
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作者:
Jad Beyhum (KU Leuven), Jean-Pierre FLorens (Toulouse School of
Economics), Ingrid Van Keilegom (KU Leuven)
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最新提交年份:
2020
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分類信息:
一級(jí)分類:Mathematics 數(shù)學(xué)
二級(jí)分類:Statistics Theory 統(tǒng)計(jì)理論
分類描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
應(yīng)用統(tǒng)計(jì)、計(jì)算統(tǒng)計(jì)和理論統(tǒng)計(jì):例如統(tǒng)計(jì)推斷、回歸、時(shí)間序列、多元分析、數(shù)據(jù)分析、馬爾可夫鏈蒙特卡羅、實(shí)驗(yàn)設(shè)計(jì)、案例研究
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一級(jí)分類:Economics 經(jīng)濟(jì)學(xué)
二級(jí)分類:Econometrics 計(jì)量經(jīng)濟(jì)學(xué)
分類描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
計(jì)量經(jīng)濟(jì)學(xué)理論,微觀計(jì)量經(jīng)濟(jì)學(xué),宏觀計(jì)量經(jīng)濟(jì)學(xué),通過(guò)新方法發(fā)現(xiàn)的經(jīng)濟(jì)關(guān)系的實(shí)證內(nèi)容,統(tǒng)計(jì)推論應(yīng)用于經(jīng)濟(jì)數(shù)據(jù)的方法論方面。
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一級(jí)分類:Quantitative Biology 數(shù)量生物學(xué)
二級(jí)分類:Quantitative Methods 定量方法
分類描述:All experimental, numerical, statistical and mathematical contributions of value to biology
對(duì)生物學(xué)價(jià)值的所有實(shí)驗(yàn)、數(shù)值、統(tǒng)計(jì)和數(shù)學(xué)貢獻(xiàn)
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一級(jí)分類:Statistics 統(tǒng)計(jì)學(xué)
二級(jí)分類:Statistics Theory 統(tǒng)計(jì)理論
分類描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的別名。漸近,貝葉斯推論,決策理論,估計(jì),基礎(chǔ),推論,檢驗(yàn)。
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英文摘要:
This paper analyzes the effect of a discrete treatment Z on a duration T. The treatment is not randomly assigned. The confounding issue is treated using a discrete instrumental variable explaining the treatment and independent of the error term of the model. Our framework is nonparametric and allows for random right censoring. This specification generates a nonlinear inverse problem and the average treatment effect is derived from its solution. We provide local and global identification properties that rely on a nonlinear system of equations. We propose an estimation procedure to solve this system and derive rates of convergence and conditions under which the estimator is asymptotically normal. When censoring makes identification fail, we develop partial identification results. Our estimators exhibit good finite sample properties in simulations. We also apply our methodology to the Illinois Reemployment Bonus Experiment.
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