Cited by 616Advanced Causal Inference TechniquesStatistical Methods and InferenceSpatial and Panel Data Analysis

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The Nonparametric Identification of Treatment Effects in Duration Models

Abbring, Jaap H., van den Berg, Gerard J.·2003·Econometrica

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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) but not (ii) and prove identification of models that impose some structure. We allow for dependent unobserved heterogeneity and we do not exploit exclusion restrictions on covariates. We provide results for both single-spell and multiple-spell data. The timing of events conveys useful information on the treatment effect.

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“Although Abbring and van den Berg (2003) demonstrated this for a bivariate duration model where one transition is (pre)defined as the treatment and the other the outcome, Abbring and Heckman (2007) showed that this naturally extends to the simultaneous case where each transition can impact the…”
BackgroundMethod

Authors: Abbring, J. H., & van den Berg, G. J.
Affiliations: Vrije Universiteit Amsterdam (NL)
ORCID: Abbring, Jaap H.
Venue: Econometrica
Publisher: The Econometric Society
Published: 2003-09
Volume: 71
Issue: 5
Pages: 1491-1517
ISSN: 0012-9682 (ISSN-L)
1468-0262
DOI: 10.1111/1468-0262.00456
OpenAlex: W2069757101
Cited by: 616
References: 53
Citations by year: 2026: 9 · 2025: 19 · 2024: 18 · 2023: 27 · 2022: 24 · 2021: 18 · 2020: 23 · 2019: 17 · 2018: 23 · 2017: 33 · 2016: 30 · 2015: 25 · 2014: 24 · 2013: 36 · 2012: 31
FWCI: 20.88
Type: journal article
Language: en
Open access: closed
Licence: doi.wiley.com/10.1002/tdm_license_1.1 (tdm, 4383 d)
Locations: Econometrica (publishedVersion)
Bristol Research (University of Bristol) (publishedVersion)
RePEc: Research Papers in Economics (submittedVersion)
VU Research Portal (submittedVersion)
Data Archiving and Networked Services (DANS) (submittedVersion)
Topics: Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
Keywords: treatment effects, duration models, nonparametric identification, causal inference, unobserved heterogeneity, event timing, treatment initiation

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The Nonparametric Identification of Treatment Effects in Duration Models

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