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Dynamic Econometric Program Evaluation

Author

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  • Abbring, Jaap H.

    () (Tilburg University)

Abstract

H. Theil has made important contributions to the analysis of simultaneous-equations models. This paper gives an exposition of some closely related recent developments in microeconometrics, with a focus on efforts to develop robust methods for dynamic policy evaluation. We set the stage with a brief discussion of the static treatment-effect approach to program evaluation and non-parametric structural models. We then critically analyze the dynamic treatment-effects approach adopted from statistics. Finally, we review the eventhistory approach. We clarify some of the fundamental problems that arise in the analysis of such models by rephrasing a canonical version as a simultaneous-equations model.

Suggested Citation

  • Abbring, Jaap H., 2003. "Dynamic Econometric Program Evaluation," IZA Discussion Papers 804, Institute for the Study of Labor (IZA).
  • Handle: RePEc:iza:izadps:dp804
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    References listed on IDEAS

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    Cited by:

    1. Lechner, Michael, 2013. "Treatment effects and panel data," Economics Working Paper Series 1314, University of St. Gallen, School of Economics and Political Science.
    2. Stephan Thomsen, 2009. "Job Search Assistance Programs in Europe: Evaluation Methods and Recent Empirical Findings," FEMM Working Papers 09018, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
    3. Rhian M. Daniel & Bianca L. De Stavola & Simon N. Cousens, 2011. "gformula: Estimating causal effects in the presence of time-varying confounding or mediation using the g-computation formula," Stata Journal, StataCorp LP, vol. 11(4), pages 479-517, December.
    4. Michael Lechner & Ruth Miquel, 2010. "Identification of the effects of dynamic treatments by sequential conditional independence assumptions," Empirical Economics, Springer, vol. 39(1), pages 111-137, August.

    More about this item

    Keywords

    dynamic policy evaluation; structural models; treatment effects; event-history analysis;

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies

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