TY  - RPRT
        AU  - Berg, Gerard J. van den
AU  - Bonev, Petyo
AU  - Mammen, Enno
        TI  - Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation
        PY  - 2016/Feb/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 9782
        UR  - https://www.iza.org/publications/dp9782
        AB  - We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard rates and conditional survival probabilities, without model structure. We derive constructive identification proofs for average treatment effects under noncompliance and dynamic selection, exploiting instrumental variation taking place during ongoing spells. We derive asymptotic distributions of the corresponding estimators. This includes a detailed examination of noncompliance in a dynamic context.
In an empirical application, we evaluate the French labor market policy reform PARE which abolished the dependence of unemployment insurance benefits on the elapsed unemployment duration and simultaneously introduced additional active labor market policy measures. The estimated effect of the reform on the survival function of the duration of unemployment duration is positive and significant. Neglecting selectivity leads to an underestimation of the effects in absolute terms.
        KW  - labor market policy reform
KW  - unemployment
KW  - regression discontinuity design
KW  - noncompliance
KW  - survival function
KW  - treatment effects
KW  - duration variable
KW  - hazard rate
KW  - active labor market policy
KW  - unemployment benefits
        ER  -