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econ.EM2023
Instrumental variable estimation of the proportional hazards model by presmoothing
Lorenzo Tedesco, Jad Beyhum, Ingrid Van Keilegom
We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly con…
econ.EM2022
Instrumental variable quantile regression under random right censoring
Jad Beyhum, Lorenzo Tedesco, Ingrid Van Keilegom
This paper studies a semiparametric quantile regression model with endogenous variables and random right censoring. The endogeneity issue is solved using instrumental variables. It…