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In this article we propose and implement an instrumental variable estimation procedure to obtain treatment effects on duration outcomes. The method can handle the typical complications that arise with duration data of time-varying treatment and censoring. The treatment effect we define is in...
Persistent link: https://www.econbiz.de/10010731749
In this article we focus on duration data with an endogenous variable for which an instrument is available. In duration analysis the covariates and/or the effect of the covariates may vary over time. Another complication of duration data is that they are usually heavy censored. The hazard rate...
Persistent link: https://www.econbiz.de/10010731885
The paper provides new evidence on the outmigration of foreign-born immigrants. We make use of data from the German Socio-Economic Panel and employ penalised spline smoothing in the context of a Poisson-type Generalised Additive Mixed Model (GAMM), which enables us to incorporate bivariate...
Persistent link: https://www.econbiz.de/10010575766