Calendrier du 07 mars 2022
Roy Seminar (ADRES)
Du 07/03/2022 de 17:00 à 18:15
Salle R1.09 - Campus Jourdan 75014 Paris
ARNOSTI Nick (University of Michigan)
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Econometrics Seminar
Du 07/03/2022 de 16:00 à 17:15
BEYHUM Jad (ENSAI)
Instrumental variable estimation of dynamic treatment effects on a survival outcome
écrit avec Co-authors: Samuele Centorrino, Jean-Pierre Florens, and Ingrid Van Keilegom
This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the time to treatment Z is right censored by min(T,C) The endogeneity issue is treated using an instrumental variable explaining Z and independent of the error term of the model. We study identification in a fully nonparametric framework. We show that our specification generates an integral equation, of which the regression function of interest is a solution. We provide identification conditions that rely on this identification equation. For
estimation purposes, we assume that the regression function follows a parametric model. We propose an estimation procedure and give conditions under which the estimator is asymptotically normal. The estimators exhibit good finite sample properties in simulations. Our methodology is applied to find
evidence supporting the efficacy of a therapy for burn-out.
Régulation et Environnement
Du 07/03/2022 de 12:00 à 13:15
Salle R2.21, Campus Jourdan 75014 Paris
WAGNER Katherine (UBC)
Technology Lock-In and Optimal Carbon Pricing