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Lagged Duration Dependence in Mixed Proportional Hazard Models

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  • Picchio, Matteo

    () (Università Politecnica delle Marche, Ancona)

Abstract

We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be exploited to non-parametrically identify lagged duration dependence in more general models than in the literature.

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Bibliographic Info

Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 6089.

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Length: 10 pages
Date of creation: Oct 2011
Date of revision:
Publication status: published in: Economics Letters, 2012, 115 (1), 108-110
Handle: RePEc:iza:izadps:dp6089

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Related research

Keywords: identification; parallel data; lagged duration dependence; mixed proportional hazard models; multiple spells;

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  1. Paul Frijters, 2000. "The Non-Parametric Identification of Lagged Duration Dependence," Tinbergen Institute Discussion Papers 00-030/3, Tinbergen Institute.
  2. 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.
  3. Bart Cockx & Matteo Picchio, 2012. "Are Short-lived Jobs Stepping Stones to Long-Lasting Jobs?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 646-675, October.
  4. Frederiksen, Anders & Honore, Bo E. & Hu, Luojia, 2007. "Discrete time duration models with group-level heterogeneity," Journal of Econometrics, Elsevier, vol. 141(2), pages 1014-1043, December.
  5. Arni, Patrick & Lalive, Rafael & van Ours, Jan C., 2009. "How effective are unemployment benefit sanctions? Looking beyond unemployment exit," Working Paper Series 2009:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  6. Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October.
  7. 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.
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