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A competing risks model with time-varying heterogeneity and simultaneous failure

Liu, Ruixuan - In: Quantitative Economics 11 (2020) 2, pp. 535-577

This paper proposes a new bivariate competing risks model in which both durations are the first passage times of dependent Lévy subordinators with exponential thresholds and multiplicative covariates effects. Our specification extends the mixed proportional hazards model, as it allows for the...

Persistent link: https://www.econbiz.de/10012215425

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - In: Quantitative Economics 13 (2022) 1, pp. 1-28

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...

Persistent link: https://www.econbiz.de/10014537004

A note on identifying heterogeneous sharing rules

Chiappori, Pierre-André; Kim, Ju Hyun - In: Quantitative Economics 8 (2017) 1, pp. 201-218

In this note, we address nonparametric identification of a collective model of household behavior in the presence of additive unobserved heterogeneity in the sharing rule. We show that the (nonstochastic part of the) sharing rule is nonparametrically identified. Moreover, under independence...

Persistent link: https://www.econbiz.de/10011995487

Semiparametric estimation of structural functions in nonseparable triangular models

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - In: Quantitative Economics 11 (2020) 2, pp. 503-533

Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modeling of complex structural relationships. However, they are not commonly used in practice due to the need for exogenous variables with large support for...

Persistent link: https://www.econbiz.de/10012215424

A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models

Liao, Zhipeng; Shi, Xiaoxia - In: Quantitative Economics 11 (2020) 3, pp. 983-1017

This paper proposes a new model selection test for the statistical comparison of semi/non-parametric models based on a … provide a framework for conducting uniformly valid post model selection inference for model parameters. The finite sample … performance of the nondegenerate test and that of the post model selection inference procedure are illustrated in a mean …

Persistent link: https://www.econbiz.de/10013189742

Policy discontinuity and duration outcomes

van den Berg, Gerard J.; Bozio, Antoine; Dias, Mónica Costa - In: Quantitative Economics 11 (2020) 3, pp. 871-916

Causal effects of a policy change on hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change if there is unobserved heterogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that...

Persistent link: https://www.econbiz.de/10013189714

A new model for interdependent durations

Honoré, Bo E.; de Paula Neto, Áureo Nilo - In: Quantitative Economics 9 (2018) 3, pp. 1299-1333

This paper introduces a bivariate version of the generalized accelerated failure time model. It allows for simultaneity in the econometric sense that the two realized outcomes depend structurally on each other. Another feature of the proposed model is that it will generate equal durations with...

Persistent link: https://www.econbiz.de/10012215359

A discrete choice model for partially ordered alternatives

Aristodemou, Eleni; Rosen, Adam M. - In: Quantitative Economics 13 (2022) 3, pp. 863-906

In this paper, we analyze a discrete choice model for partially ordered alternatives. The alternatives are differentiated along two dimensions: the first an unordered 'horizontal' dimension, and the second an ordered 'vertical' dimension. The model can be used in circumstances in which...

Persistent link: https://www.econbiz.de/10014536941

Consumption peer effects and utility needs in India

Lewbel, Arthur; Norris, Samuel; Pendakur, Krishna; Qu, Xi - In: Quantitative Economics 13 (2022) 3, pp. 1257-1295

We construct a peer effects model where mean expenditures of consumers in one's peer group affect utility through perceived consumption needs. We provide a novel method for obtaining identification in social interactions models like ours, using ordinary survey data, where very few members of...

Persistent link: https://www.econbiz.de/10014537014

Who is sitting next to you? Peer effects inside the classroom

Hong, Sok Chul; Lee, Jungmin - In: Quantitative Economics 8 (2017) 1, pp. 239-275

We examine college students' interaction within classrooms and estimate peer effects on their academic performance. We exploit a unique seating rule at a university in South Korea, known as the fixed-seat system. We propose a novel identification strategy based on students' repeated interaction....

Persistent link: https://www.econbiz.de/10011995489

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