Nonparametric identification of dynamic treatment effects in competing risks models
Abstract
We introduce a dynamic treatment to the mixed proportional hazard competing risks model and allow for selection on unobservables. Our model can e.g. be used to evaluate the effect of benefit sanctions on the transition rate out of unemployment when more than one exit risk is of interest. Imposing a benefit sanction will influence the transition rate to employment. However, the sanction can also affect the decision of an individual to exit the labor force. The latter effect is often ignored in empirical work. In this paper we present a general model which allows to identify different effects of a treatment such as a sanction on several competing exit risks such as 'finding work' vs. 'exit the labor force'. Our approach exploits the timing at which the individual enters into treatment by adding the hazard rate of the duration to treatment as an additional equation to the competing risks model. We present a new identification result of this model for single-spell duration data. Furthermore, we intend to include an empirical application in this paper to illustrate the estimation procedure. --Download Info
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Paper provided by Verein für Socialpolitik / German Economic Association in its series Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century with number 66060.Length:
Date of creation: 2012
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Handle: RePEc:zbw:vfsc12:66060
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Web page: http://www.socialpolitik.org/
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Related research
Keywords:Find related papers by JEL classification:
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- J64 - Labor and Demographic Economics - - Mobility, Unemployment, and Vacancies - - - Unemployment: Models, Duration, Incidence, and Job Search
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-12 (All new papers)
- NEP-ECM-2013-01-12 (Econometrics)
- NEP-LAB-2013-01-12 (Labour Economics)
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gerard J. van den Berg & Bas van der Klaauw & Jan C. van Ours, 2004.
"Punitive Sanctions and the Transition Rate from Welfare to Work,"
Journal of Labor Economics,
University of Chicago Press, vol. 22(1), pages 211-241, January.
- Berg, Gerard J. van den & Klaauw, Bas van der & Ours, Jan C. van, 1998. "Punitive sanctions and the transition rate from welfare to work," Serie Research Memoranda 0033, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Gerard J. van den Berg & Bas van der Klaauw & Jan C. van Ours, 1998. "Punitive Sanctions and the Transition Rate from Welfare to Work," Tinbergen Institute Discussion Papers 98-076/3, Tinbergen Institute.
- van den Berg, Gerard J & van der Klaauw, Bas & van Ours, Jan C, 2000. "Punitive Sanctions and the Transition Rate From Welfare to Work," CEPR Discussion Papers 2447, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Arni, Patrick & Lalive, Rafael & van Ours, Jan C., 2009. "How Effective Are Unemployment Benefit Sanctions? Looking Beyond Unemployment Exit," IZA Discussion Papers 4509, Institute for the Study of Labor (IZA).
- Arni, P. & Lalive, R. & Ours, J.C. van, 2009. "How Effective are Unemployment Benefit Sanctions? Looking Beyond Unemployment Exit," Discussion Paper 2009-80, Tilburg University, Center for Economic Research.
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