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...

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,...

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...

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...

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...

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...

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...

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...