Smoking persistence in Europe: A semi-parametric panel data analysis with selectivity
AbstractWe study smoking persistence, which can be due to both true state dependence and individual unobserved heterogeneity, in ten European countries. We distinguish between the two sources of persistence by using semi-parametric dynamic panel selection methods, applied to both smoking participation and cigarette consumption. We find that for both smoking decisions true state dependence is generally much smaller when unobserved individual heterogeneity is taken into account, and we also uncover large differences in true state dependence across countries. Finally, allowing for heaping in the reported number of cigarettes smoked considerably improves the fit of our model.
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Bibliographic InfoPaper provided by Department of Economics, University of Venice "Ca' Foscari" in its series Working Papers with number 2010_15.
Date of creation: 2010
Date of revision:
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Postal: Cannaregio, S. Giobbe no 873 , 30121 Venezia
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More information through EDIRC
smoking; panel data; state dependence; selectivity;
Other versions of this item:
- Dimitris Christelis & Anna Sanz-de-Galdeano, 2009. "Smoking Persistence in Europe: A Semi-Parametric Panel Data Analysis with Selectivity," Working Papers 403, Barcelona Graduate School of Economics.
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- I10 - Health, Education, and Welfare - - Health - - - General
- I12 - Health, Education, and Welfare - - Health - - - Health Production
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-14 (All new papers)
- NEP-ECM-2010-08-14 (Econometrics)
- NEP-EFF-2010-08-14 (Efficiency & Productivity)
- NEP-EUR-2010-08-14 (Microeconomic European Issues)
- NEP-HEA-2010-08-14 (Health Economics)
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