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Identification of the timing-of-events model with multiple competing exit risks from single-spell data

Author

Listed:
  • Drepper, Bettina

    (Department of Econometrics and OR)

  • Effraimidis, Georgios

    (COHERE)

Abstract

The (single-spell) identification result of the timing-of-events model by Abbring and Van den Berg (2003b) is extended to a model with several competing exit risk equations. The extended model can be used for example to simultaneously identify the different effects a benefit sanction has on the rate to find work and the rate to leave the labor force. A flexible dependence structure between competing exit risks and the duration until entry into treatment accounts for selection effects caused by unobserved characteristics of the job searcher.

Suggested Citation

  • Drepper, Bettina & Effraimidis, Georgios, 2016. "Identification of the timing-of-events model with multiple competing exit risks from single-spell data," DaCHE discussion papers 2016:3, University of Southern Denmark, Dache - Danish Centre for Health Economics.
  • Handle: RePEc:hhs:sduhec:2016_003
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    File URL: http://www.sdu.dk/-/media/files/om_sdu/centre/cohere/working+papers/2016/wp_2016_3.pdf?la=en
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    References listed on IDEAS

    as
    1. Jaap H. Abbring & Gerard J. Van Den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 701-710, August.
    2. 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.
    3. Patrick Arni & Rafael Lalive & Jan C. Van Ours, 2013. "How Effective Are Unemployment Benefit Sanctions? Looking Beyond Unemployment Exit," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1153-1178, November.
    4. Michael Rosholm & Michael Svarer, 2008. "The Threat Effect of Active Labour Market Programmes," Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(2), pages 385-401, June.
    5. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The Nonparametric Identification of Treatment Effects in Duration Models," Econometrica, Econometric Society, vol. 71(5), pages 1491-1517, September.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Berg, Gerard J. van den & Uhlendorff, Arne & Wolff, Joachim, 2015. "Under heavy pressure : intense monitoring and accumulation of sanctions for young welfare recipients in Germany," IAB-Discussion Paper 201534, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    2. Gerard J. van den Berg & Arne Uhlendorff & Joachim Wolff, 2022. "The Impact of Sanctions for Young Welfare Recipients on Transitions to Work and Wages, and on Dropping Out," Economica, London School of Economics and Political Science, vol. 89(353), pages 1-28, January.
    3. Hohenleitner, Ingrid & Hillmann, Katja, 2019. "Impact of welfare sanctions on employment and benefit receipt: Considering top-up benefits and indirect sanctions," HWWI Research Papers 189, Hamburg Institute of International Economics (HWWI).

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    More about this item

    Keywords

    Competing risks; Timing-of-events; Mixed proportional hazard model; Program evaluation; Unobserved heterogeneity; Identification;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • 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
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search

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