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Matching Estimating of Dynamic Treatment Models: Some Practical Issues

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Michael Lechner ()

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Abstract

Lechner and Miquel (2001) approached the causal analysis of sequences of interventions from a potential outcome perspective based on selection on observable type of assumptions (sequential conditional independence assumptions). Lechner (2004) proposed matching estimators for this framework. However, many practical issues that might have substantial consequences for interpretation of the results have not been thoroughly investigated so far. This paper discusses some of these practical issues. The discussion is related to estimates based on an artificial data set for which the true values of the parameters are known and that shares many features of data that could be used for an empirical dynamic matching analysis.

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File URL: http://www.vwa.unisg.ch/RePEc/usg/dp2006/DP03_Le.pdf
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Publisher Info
Paper provided by Department of Economics, University of St. Gallen in its series University of St. Gallen Department of Economics working paper series 2006 with number 2006-03.

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Length: 39 pages
Date of creation: Jan 2006
Date of revision:
Handle: RePEc:usg:dp2006:2006-03

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Related research
Keywords: Dynamic treatment regimes; nonparametric identification; causal effects; sequential randomisation; programme evaluation; treatment effects; dynamic matching; panel data;

Find related papers by JEL classification:
C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis

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  1. Michael Lechner & Stephan Wiehler, 2007. "Does the Order and Timing of Active Labor Market Programs Matter?," IZA Discussion Papers 3092, Institute for the Study of Labor (IZA). [Downloadable!]
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  2. Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen. [Downloadable!]
  3. Wang-Sheng Lee & Sandy Suardi, 2008. "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," Melbourne Institute Working Paper Series wp2008n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  4. Lechner, Michael & Wiehler, Stephan, 2007. "Does the Order and Timing of Active Labour Market Programmes Matter?," CEPR Discussion Papers 6521, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  5. Stephan, Gesine, 2008. "The effects of active labor market programs in Germany : an investigation using different definitions of non-treatment," IAB Discussion Paper 200812, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
    Other versions:
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