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Unobserved heterogeneity in multi-spell discrete time duration model

Author

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  • José Ignacio García Pérez

    (Centro de Estudios Andaluces)

  • Raquel Carrasco

    (Universidad Carlos III de Madrid)

Abstract

This paper considers the estimation of discrete time duration models. We highlight the enhance identification opportunities embedded in multiple spell data to separately identify the effect of duration dependence and individual time invariant unobserved heterogeneity.

Suggested Citation

  • José Ignacio García Pérez & Raquel Carrasco, 2010. "Unobserved heterogeneity in multi-spell discrete time duration model," Economic Working Papers at Centro de Estudios Andaluces E2010/13, Centro de Estudios Andaluces.
    • Handle: RePEc:cea:doctra:e2010_13
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    References listed on IDEAS

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    1. Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
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    3. 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.
    4. Jenkins, Stephen P, 1995. "Easy Estimation Methods for Discrete-Time Duration Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(1), pages 129-138, February.
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    6. Huh, Keun & Sickles, Robin C, 1994. "Estimation of the Duration Model by Nonparametric Maximum Likelihood, Maximum Penalized Likelihood, and Probability Simulators," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 683-694, November.
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    13. 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.
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    Cited by:

    1. Ewa Galecka-Burdziak & Marek Góra, 2017. "“How do unemployed workers behave prior to retirement? A multi-state multiple-spell approach”," CeRP Working Papers 170, Center for Research on Pensions and Welfare Policies, Turin (Italy).

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    More about this item

    Keywords

    Duration models; Discrete choice; Multiple spells; Unobserved heterogeneity; Unemployment.;
    All these keywords.

    JEL classification:

    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search
    • J61 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Geographic Labor Mobility; Immigrant Workers
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies

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