This paper discusses the evaluation problem using observational data when the timing of treatment is an outcome of a stochastic process. We show that, without additional assumptions, it is not possible to estimate the average treatment effect and treatment on the treated. It is, however, possible to estimate the effect of treatment on the treated up to a certain time point. We propose an estimator to estimate this effect and show that it is possible to test for an average treatment effect.
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Paper provided by Uppsala University, Department of Economics in its series Working Paper Series with number
2003:1.
Length: 27 pages Date of creation: 17 Dec 2002 Date of revision: Handle: RePEc:hhs:uunewp:2003_001
Contact details of provider: Postal: Department of Economics, Uppsala University, P. O. Box 513, SE-751 20 Uppsala, Sweden Phone: + 46 18 471 25 00 Fax: + 46 18 471 14 78 Email: Web page: http://www.nek.uu.se/ More information through EDIRC
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Find related papers by JEL classification: C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis
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