Miguel A. Delgado, Andrés García-Suaza, Pedro H. C. Sant'Anna
arXiv 12 Apr 2019 · Econometrics · publishedEconometrics Journal (2022) · 1 citations (OpenAlex)
arXiv:1904.06185 · PDF · DOI · OpenAlex · Extracted main text
This article proposes inference procedures for distribution regression models in duration analysis using randomly right-censored data. This generalizes classical duration models by allowing situations where explanatory variables' marginal effects freely vary with duration time. The article discusses applications to testing uniform restrictions on the varying coefficients, inferences on average marginal effects, and others involving conditional distribution estimates. Finite sample properties of the proposed method are studied by means of Monte Carlo experiments. Finally, we apply our proposal to study the effects of unemployment benefits on unemployment duration.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chernozhukov, V., I. Fernández-Val, and B. Melly (2013) Inference on counterfactual distributions | 1.000 | 6 | 4 | 100% |
| 2 | Stute, W (1996) Distributional convergence under random censorship when covariables are present | 1.000 | 5 | 3 | 100% |
| 3 | Chetty, R (2008) Moral Hazard versus Liquidity and Optimal Unemployment Insurance | 0.874 | 12 | 2 | 100% |
| 4 | Stute, W (1993) Consistent estimation under random censorship when covariables are present | 0.874 | 6 | 2 | 100% |
| 5 | Cox, D. R (1972) Regression models and life-tables (with discussion) | 0.811 | 4 | 2 | 100% |
| 6 | van der Vaart, A. W (1998) Asymptotic Statistics | 0.737 | 3 | 2 | 100% |
| 7 | Aalen, O. O (1980) Lecture Notes in Statistics – Proceedings | 0.644 | 2 | 2 | 100% |
| 8 | Amemiya, T (1985) Advanced Econometrics | 0.644 | 2 | 2 | 100% |
| 9 | Clayton, A. D. G (1976) An Odds Ratio Comparison for Ordered Categorical Data with Censored Observations | 0.644 | 2 | 2 | 100% |
| 10 | Foresi, S. and F. Peracchi (1995) The conditional Distribution of Excess Returns : The Conditional Distribution An Empirical Analysis | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 48 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Was Javert right to be suspicious? Marginal Treatment Effects with Duration Outcomes | 0.928 | 5 | 4 |
| 2 | Practically significant differences between conditional distribution functions | 0.405 | 1 | 1 |