Time and causality: A Monte Carlo assessment of the timing-of-events approach

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 1159-1195

  Gaure, Simen ^a,b   Røed, Knut ^a   Zhang, Tao ^a  

^a RAGNAR FRISCH CENTRE FOR ECONOMIC RESEARCH   (Norway)

^b UNIVERSITY OF OSLO   (Norway)

Author keywords

NPMLE; Treatment effect

Indexed keywords

DATA STRUCTURES; ERROR ANALYSIS; MATHEMATICAL MODELS; SORTING; TIME SERIES ANALYSIS;

HETEROGENEITY DISTRIBUTION; NON-PARAMETRIC MAXIMUM LIKELIHOOD ESTIMATOR; TIMING OF EVENTS APPROACH;

MONTE CARLO METHODS;

EID: 34848869348     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.01.015     Document Type: Article

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