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Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models

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  • Guillaume HORNY

    (Banque de France and UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Recherches Economiques et Sociales (IRES))

  • Matteo PICCHIO

    (UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Recherches Economiques et Sociales (IRES))

Abstract

We show non-parametric identification of lagged duration dependence in mixed proportional hazard models for duration data, in the presence of competing risks and consecutive spells. We extend the results to the case in which data provide repeated realizations of consecutive spells competing risks structure for each subject

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Bibliographic Info

Paper provided by Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) in its series Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) with number 2009001.

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Length: 18
Date of creation: 01 Feb 2009
Date of revision:
Handle: RePEc:ctl:louvir:2009001

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Keywords: Lagged duration dependence; competing risks; MPH models; identification;

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References

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  1. B. Cockx & M. Picchio, 2009. "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/560, Ghent University, Faculty of Economics and Business Administration.
  2. Sokbae 'Simon' Lee, 2005. "Identification of a competing risks model with unknown transformations of latent failure times," CeMMAP working papers CWP17/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Katz, Lawrence F & Meyer, Bruce D, 1990. "Unemployment Insurance, Recall Expectations, and Unemployment Outcomes," The Quarterly Journal of Economics, MIT Press, vol. 105(4), pages 973-1002, November.
  4. Gaure, Simen & Røed, Knut & Westlie, Lars, 2008. "The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality," IZA Discussion Papers 3802, Institute for the Study of Labor (IZA).
  5. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 701-710.
  6. Frijters, Paul, 2002. "The non-parametric identification of lagged duration dependence," Economics Letters, Elsevier, vol. 75(3), pages 289-292, May.
  7. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
  8. Doiron, Denise & Gørgens, Tue, 2008. "State dependence in youth labor market experiences, and the evaluation of policy interventions," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 81-97, July.
  9. Honore, Bo E, 1993. "Identification Results for Duration Models with Multiple Spells," Review of Economic Studies, Wiley Blackwell, vol. 60(1), pages 241-46, January.
  10. Omori, Yoshiaki, 1998. "The Identifiability of Independent Competing Risks Models with Multiple Spells," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 60(1), pages 107-16, February.
  11. Marloes de Graaf-Zijl & Gerard van den Berg & Arjan Heyma, 2011. "Stepping stones for the unemployed: the effect of temporary jobs on the duration until (regular) work," Journal of Population Economics, Springer, vol. 24(1), pages 107-139, January.
  12. Gagliarducci, Stefano, 2005. "The dynamics of repeated temporary jobs," Labour Economics, Elsevier, vol. 12(4), pages 429-448, August.
  13. Jaap H. Abbring, 2006. "The Event-History Approach to Program Evaluation," Tinbergen Institute Discussion Papers 06-057/3, Tinbergen Institute, revised 29 Oct 2007.
  14. Gritz, R. Mark, 1993. "The impact of training on the frequency and duration of employment," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 21-51.
  15. 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.
  16. Bonnal, Liliane & Fougere, Denis & Serandon, Anne, 1997. "Evaluating the Impact of French Employment Policies on Individual Labour Market Histories," Review of Economic Studies, Wiley Blackwell, vol. 64(4), pages 683-713, October.
  17. Bo E. Honoré & Adriana Lleras-Muney, 2006. "Bounds in Competing Risks Models and the War on Cancer," Econometrica, Econometric Society, vol. 74(6), pages 1675-1698, November.
  18. Ridder, Geert, 1990. "The Non-parametric Identification of Generalized Accelerated Failure-Time Models," Review of Economic Studies, Wiley Blackwell, vol. 57(2), pages 167-81, April.
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Citations

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Cited by:
  1. Emmanuelle Lavallée & Vincent Vicard, 2013. "National borders matterwhere one draws the lines too," Canadian Journal of Economics, Canadian Economics Association, vol. 46(1), pages 135-153, February.
  2. Bart Cockx & Matteo Picchio, 2011. "Scarring Effects of Remaining Unemployed for Long-Term Unemployed School-Leavers," CESifo Working Paper Series 3565, CESifo Group Munich.
  3. Paolo Lucchino & Dr Richard Dorsett, 2013. "Young people's labour market transitions: the role of early experiences," NIESR Discussion Papers 11735, National Institute of Economic and Social Research.
  4. Bart Cockx & Matteo Picchio, 2009. "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," CESifo Working Paper Series 2569, CESifo Group Munich.
  5. 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).

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