In this article we develop an Instrumental Variable estimation procedure that corrects for possible endogeneity of a variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on transforming the durations and assuming a distribution for...

In this article we develop an Instrumental Variable estimation procedure that corrects for possible endogeneity of a variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on transforming the durations and assuming a distribution for...

We propose a two-stage instrumental variable estimator that is consistent if there is selective compliance in the treatment group of a randomized experiment and the outcome variable is a censored duration. The estimator assumes full compliance in the control group. We use the estimator to...