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摘要翻译：
我们提出了一个反事实的Kaplan-Meier估计，该估计在随机截尾的持续时间模型中结合了外生协变量和未观察到的无限制维数的异质性。在某些正则性条件下，我们建立了所提出的反事实估计与无条件Kaplan-Meier(1958)估计的联合弱收敛性。应用泛函delta方法，对累积风险策略效应进行了推断，即对反事实策略的持续时间依赖关系的变化。我们还在蒙特卡罗研究中评估了所提出的反事实估计方法的有限样本性能。
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英文标题：
《Counterfactual Inference in Duration Models with Random Censoring》
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作者：
Jiun-Hua Su
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最新提交年份：
2019
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
We propose a counterfactual Kaplan-Meier estimator that incorporates exogenous covariates and unobserved heterogeneity of unrestricted dimensionality in duration models with random censoring. Under some regularity conditions, we establish the joint weak convergence of the proposed counterfactual estimator and the unconditional Kaplan-Meier (1958) estimator. Applying the functional delta method, we make inference on the cumulative hazard policy effect, that is, the change of duration dependence in response to a counterfactual policy. We also evaluate the finite sample performance of the proposed counterfactual estimation method in a Monte Carlo study.
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PDF链接：
https://arxiv.org/pdf/1902.08502
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