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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. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
  2. 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.
  3. 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.
  4. Sokbae Lee, 2006. "Identification of a competing risks model with unknown transformations of latent failure times," Biometrika, Biometrika Trust, vol. 93(4), pages 996-1002, December.
  5. 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.
  6. Frijters, Paul, 2002. "The non-parametric identification of lagged duration dependence," Economics Letters, Elsevier, vol. 75(3), pages 289-292, May.
  7. Cockx, B. & Picchio, M., 2010. "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," Discussion Paper 2010-95, Tilburg University, Center for Economic Research.
  8. Zijl, Marloes & van den Berg, Gerard J. & Heyma, Arjan, 2004. "Stepping Stones for the Unemployed: The Effect of Temporary Jobs on the Duration until Regular Work," IZA Discussion Papers 1241, Institute for the Study of Labor (IZA).
  9. Lawrence F. Katz & Bruce D. Meyer, 1988. "Unemployment Insurance, Recall Expectations, And Unemployment Outcomes," NBER Working Papers 2594, National Bureau of Economic Research, Inc.
  10. 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.
  11. 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.
  12. 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).
  13. 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.
  14. 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.
  15. 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.
  16. Jaap H. Abbring, 2006. "The Event-History Approach to Program Evaluation," Tinbergen Institute Discussion Papers 06-057/3, Tinbergen Institute, revised 29 Oct 2007.
  17. 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.
  18. Gagliarducci, Stefano, 2005. "The dynamics of repeated temporary jobs," Labour Economics, Elsevier, vol. 12(4), pages 429-448, August.
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Citations

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Cited by:
  1. Bart Cockx & Matteo Picchio, 2013. "Scarring effects of remaining unemployed for long-term unemployed school-leavers," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(4), pages 951-980, October.
  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. Cockx, Bart & Picchio, Matteo, 2009. "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," IZA Discussion Papers 4007, Institute for the Study of Labor (IZA).
  4. 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.
  5. 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.

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