Instrumentele variabele methodes onder afhankelijke censurering

Authors: Gilles Crommen
Cited by: 0

Abstract

Instrumental variable methods are a popular set of econometric techniques to identify and estimate causal effects. They can however fail when the outcome variable of interest is a duration. For example, consider evaluating the causal effect of a job training service on unemployment duration, where job seekers often stop answering follow-up surveys before they find new employment. In that case, the unemployment duration is said to be right censored by some censoring time. To solve this issue, it is customary to assume that the duration and censoring time are statistically independent of each other. However, this assumption is likely to be violated in the example on job seekers, that is there is dependent censoring. The goal of this PhD project is to develop new instrumental variable methods that are valid under dependent censoring. This research will fill an important gap in the literature on instrumental variable methods for duration outcomes, where the independent censoring assumption is often taken as a given without proper reasoning.

Fields of Study & Subjects

Advanced Causal Inference Techniques Statistical Methods and Inference Statistical Methods and Bayesian Inference

Publication details

Journal / source
Lirias (KU Leuven)
Publication date
12 January 2026
Language
EN
Document type
Thesis