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Matching Estimating of Dynamic Treatment Models: Some Practical Issues


  • Michael Lechner



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.

Suggested Citation

  • Michael Lechner, 2006. "Matching Estimating of Dynamic Treatment Models: Some Practical Issues," University of St. Gallen Department of Economics working paper series 2006 2006-03, Department of Economics, University of St. Gallen.
  • Handle: RePEc:usg:dp2006:2006-03

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    References listed on IDEAS

    1. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-475, March.
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    5. Eric A. Hanushek & Ludger Wössmann, 2006. "Does Educational Tracking Affect Performance and Inequality? Differences- in-Differences Evidence Across Countries," Economic Journal, Royal Economic Society, vol. 116(510), pages 63-76, March.
    6. Fredriksson, Peter & Öckert, Björn, 2005. "Is Early Learning Really More Productive? The Effect of School Starting Age on School and Labor Market Performance," IZA Discussion Papers 1659, Institute for the Study of Labor (IZA).
    7. Joshua D. Angrist & Alan B. Krueger, 1990. "The Effect of Age at School Entry on Educational Attainment: An Application of Instrumental Variables with Moments from Two Samples," NBER Working Papers 3571, National Bureau of Economic Research, Inc.
    8. Kelly Bedard & Elizabeth Dhuey, 2006. "The Persistence of Early Childhood Maturity: International Evidence of Long-Run Age Effects," The Quarterly Journal of Economics, Oxford University Press, vol. 121(4), pages 1437-1472.
    9. Del Bono, Emilia & Galindo-Rueda, Fernando, 2004. "Do a Few Months of Compulsory Schooling Matter? The Education and Labour Market Impact of School Leaving Rules," IZA Discussion Papers 1233, Institute for the Study of Labor (IZA).
    10. Fertig, Michael & Kluve, Jochen, 2005. "The Effect of Age at School Entry on Educational Attainment in Germany," IZA Discussion Papers 1507, Institute for the Study of Labor (IZA).
    11. Christian Dustmann, 2004. "Parental background, secondary school track choice, and wages," Oxford Economic Papers, Oxford University Press, vol. 56(2), pages 209-230, April.
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    Cited by:

    1. Cheng Hsiao & Yan Shen & Boqing Wang & Greg Weeks, 2013. "Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    2. Stephan Gesine, 2008. "The Effects of Active Labor Market Programs in Germany: An Investigation Using Different Definitions of Non-Treatment," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 586-611, October.
    3. repec:wyi:journl:002075 is not listed on IDEAS
    4. 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.
    5. Michael Lechner & Stephan Wiehler, 2013. "Does the Order and Timing of Active Labour Market Programmes Matter?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 180-212, April.
    6. Michael Lechner & Stephan Wiehler, 2007. "Does the Order and Timing of Active Labor Market Programs Matter?," University of St. Gallen Department of Economics working paper series 2007 2007-38, Department of Economics, University of St. Gallen.
    7. Stefan Boes, 2009. "Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information," SOI - Working Papers 0918, Socioeconomic Institute - University of Zurich.

    More about this item


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

    JEL classification:

    • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies

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