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Econometric Mixture Models and More General Models for Unobservables in Duration Analysis

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Author Info
James J. Heckman
Christopher R. Taber

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Abstract

This paper considers models for unobservables in duration models. It demonstrates how cross-section and time-series variation in regressors facilitates identification of single-spell, competing risks and multiple spell duration models. We also demonstrate the limited value of traditional identification studies by considering a case in which a model is identified in the conventional sense but cannot be consistently estimated.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Technical Working Papers with number 0157.

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Date of creation: Jun 1994
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Handle: RePEc:nbr:nberte:0157

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C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis

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  1. Heckman, J & Singer, B, 1984. "The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Blackwell Publishing, vol. 51(2), pages 231-41, April. [Downloadable!] (restricted)
  2. Honore, Bo E, 1990. "Simple Estimation of a Duration Model with Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 58(2), pages 453-73, March. [Downloadable!] (restricted)
  3. Flinn, Christopher J & Heckman, James J, 1983. "Are Unemployment and Out of the Labor Force Behaviorally Distinct Labor Force States?," Journal of Labor Economics, University of Chicago Press, vol. 1(1), pages 28-42, January. [Downloadable!] (restricted)
    Other versions:
  4. McCall, B.P., 1993. "Identifying State Dependence in Duration Models with Time-Varying Regressions," Papers 93-06, Minnesota - Industrial Relations Center.
  5. Elbers, Chris & Ridder, Geert, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Blackwell Publishing, vol. 49(3), pages 403-09, July. [Downloadable!] (restricted)
  6. 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. [Downloadable!] (restricted)
  7. Heckman, James J & Walker, James R, 1990. "The Relationship between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data," Econometrica, Econometric Society, vol. 58(6), pages 1411-41, November. [Downloadable!] (restricted)
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  1. Jaap Abbring & Gerard van den Berg, 2005. "Social experiments and instrumental variables with duration outcomes," IFS Working Papers W05/19, Institute for Fiscal Studies. [Downloadable!]
    Other versions:
  2. Xiaohong Chen & James J. Heckman & Edward Vytlacil, 2000. "Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor," Econometric Society World Congress 2000 Contributed Papers 1567, Econometric Society. [Downloadable!]
  3. Abbring, Jaap H & van den Berg, Gerard J, 2007. "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers 6219, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  4. 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. [Downloadable!]
  5. Richardson, Katarina & van den Berg, Gerard J, 2006. "Swedish Labour Market Training and the Duration of Unemployment," CEPR Discussion Papers 5895, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  6. J. Cao, . "Welfare recipiency and welfare recidivism: An analysis of the NLSY data," Institute for Research on Poverty Discussion Papers 1081-96, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
  7. Jaap Abbring & James Heckman, 2008. "Dynamic policy analysis," CeMMAP working papers CWP05/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. Brinch,C., 2000. "Identification of structural duration dependence and unobserved heterogeneity with time-varying," Memorandum 20/2000, Oslo University, Department of Economics. [Downloadable!]
  9. Ott-Siim Toomet, 2005. "Does an Increase in Unemployment Income Lead to Longer Unemployment Spells? Evidence Using Danish Unemployment Assistance Data," Bank of Estonia Working Papers 2005-09, Bank of Estonia, revised 10 Oct 2005. [Downloadable!]
  10. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  11. Thomas Andrén & Daniela Andrén, 2006. "Assessing the employment effects of vocational training using a one-factor model," Applied Economics, Taylor and Francis Journals, vol. 38(21), pages 2469-2486, December. [Downloadable!] (restricted)
    Other versions:
  12. Abbring, Jaap H. & Berg, Gerard J. van den, 2000. "The non-parametric identification of the mixed proportional hazards competing risks model," Serie Research Memoranda 0024, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  13. Richardson, Katarina & van den Berg, Gerard J, 2008. "Duration dependence versus unobserved heterogeneity in treatment effects: Swedish labor market training and the transition rate to employment," Working Paper Series 2008:7, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
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