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The non-parametric identification of lagged duration dependence

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  • Frijters, Paul

Abstract

In this paper, I consider the identification of lagged durationdependence in multiple spells without using the assumtion that there are additionalregressors orthogonal to the individual effects. The non-parametricidentification strategy is applied to the multiple non-employment spells of 2066 newentrants. The estimated lagged duration dependence function rises for the first 4months and thereafter decreases, suggesting negative effects of non-employmentfor long periods of non-employment.

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 75 (2002)
Issue (Month): 3 (May)
Pages: 289-292

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Handle: RePEc:eee:ecolet:v:75:y:2002:i:3:p:289-292

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References

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  1. Ljungqvist, Lars & Sargent, Thomas J., 1997. "The European Unemployment Dilemma," Working Paper Series in Economics and Finance 178, Stockholm School of Economics.
  2. Heckman, James J, 1991. "Identifying the Hand of the Past: Distinguishing State Dependence from Heterogeneity," American Economic Review, American Economic Association, vol. 81(2), pages 75-79, May.
  3. Frijters, Paul, 2002. "The non-parametric identification of lagged duration dependence," Economics Letters, Elsevier, vol. 75(3), pages 289-292, May.
  4. Elbers, Chris & Ridder, Geert, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Wiley Blackwell, vol. 49(3), pages 403-09, July.
  5. Heckman, J & Singer, B, 1984. "The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Wiley Blackwell, vol. 51(2), pages 231-41, April.
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Cited by:
  1. Bo E. Honoré & Aureo de Paula, 2009. ""Interdependent Durations" Third Version," PIER Working Paper Archive 09-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Feb 2008.
  2. Matteo PICCHIO, 2011. "Lagged Duration Dependence in Mixed Proportional Hazard Models," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011037, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  3. Paul Frijters, 2000. "The Non-Parametric Identification of Lagged Duration Dependence," Tinbergen Institute Discussion Papers 00-030/3, Tinbergen Institute.
  4. Bo Honore & Aureo de Paula, 2008. "Interdependent Durations," PIER Working Paper Archive 08-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  5. Horny, G. & Picchio, M., 2009. "Identification of lagged duration dependence in multiple-spell competing risks models," Working papers 260, Banque de France.
  6. Paul Frijters & John Haisken-DeNew & Michael Shields, 2005. "Socio-Economic Status, Health Shocks, Life Satisfaction and Mortality: Evidence from an Increasing Mixed Proportional Hazard Model," CEPR Discussion Papers 496, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  7. Bo E. Honore & Aureo de Paula, 2007. "Interdependent Durations, Second Version," PIER Working Paper Archive 08-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Nov 2008.

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