Showing 1 - 10 of 41
The interpretation of instrumental variables (IV) estimates as local average treatment effects (LATE) of instrument-induced shifts in treatment raises concerns about their external validity and policy relevance. We examine how to move beyond LATE in situations where the instrument is discrete,...
Persistent link: https://www.econbiz.de/10011968473
Many empirical studies specify outcomes as a linear function of endogenous regressors when conducting instrumental variable (IV) estimation. We show that commonly used tests for treatment effects, selection bias, and treatment effect heterogeneity are biased if the true relationship is...
Persistent link: https://www.econbiz.de/10011968356
The national Norwegian school reform of 1994, which gave statutory right to at least three years of upper secondary education, had a significant impact on educational attainment among immigrant youth. In particular, we find that the immigrant transition rate from compulsory schooling to...
Persistent link: https://www.econbiz.de/10011968298
Econometric duration data are typically interval-censored, that is, not directly observed, but observed to fall within a known interval. Known non-parametric identification results for duration models with unobserved heterogeneity rely crucially on exact observation of durations at a continuous...
Persistent link: https://www.econbiz.de/10011968309
This paper develops the important distinction between tilted and simple importance sampling as methods for simulating likelihood functions for use in simulated maximum likelihood. It is shown that tilted importance sampling removes a lower bound to simulation error for given importance sample...
Persistent link: https://www.econbiz.de/10011968310
I study the effects of the level of disability benefits on disability uptake. Estimation of such effects is difficult because individual levels of disability pension benefits are closely related to individual characteristics that may also affect disability uptake through other mechanisms. I...
Persistent link: https://www.econbiz.de/10011968346
This note presents identication results for the mixed proportional hazards model when duration data are interval-censored. Earlier positive results on identication under intervalcensoring require both parametric specication on how covariates enter the hazard functions and assumptions of...
Persistent link: https://www.econbiz.de/10011968370
We study two recent changes in incentives to work facing 67-69 year old workers in Norway: an earnings test reform which increases current earnings from work, and a pension system maturation which removes pension accrual from work. Within a difference-in-differences framework, we exploit these...
Persistent link: https://www.econbiz.de/10011968468
We examine the potential causal effect of years of schooling on the use of public disability pensions by studying the extension of compulsory schooling introduced in Norway in the 1960s. Simple regressions of disability pension receipt on schooling suggest a very strong negative relationship...
Persistent link: https://www.econbiz.de/10011968518
Dynamic discrete-choice models have been an important tool in studies of state dependence in benefit receipt. An assumption of such models is that benefit receipt sequences follow a conditional Markov process. This property has implications for how estimated period-to-period benefit transition...
Persistent link: https://www.econbiz.de/10011968541