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Lagged Duration Dependence in Mixed Proportional Hazard Models

  • Picchio, Matteo

    ()

    (Università Politecnica delle Marche, Ancona)

We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be exploited to non-parametrically identify lagged duration dependence in more general models than in the literature.

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File URL: http://ftp.iza.org/dp6089.pdf
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Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 6089.

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Length: 10 pages
Date of creation: Oct 2011
Date of revision:
Publication status: published in: Economics Letters, 2012, 115 (1), 108-110
Handle: RePEc:iza:izadps:dp6089
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  1. Cockx, B. & Picchio, M., 2010. "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," Discussion Paper 2010-95, Tilburg University, Center for Economic Research.
  2. Bonnal, Liliane & Fougere, Denis & Serandon, Anne, 1997. "Evaluating the Impact of French Employment Policies on Individual Labour Market Histories," Review of Economic Studies, Wiley Blackwell, vol. 64(4), pages 683-713, October.
  3. Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October.
  4. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460 Elsevier.
  5. Maarten Lindeboom & Marcel Kerkhofs, 2000. "Multistate Models For Clustered Duration Data - An Application To Workplace Effects On Individual Sickness Absenteeism," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 668-684, November.
  6. Guillaume HORNY & Matteo PICCHIO, 2009. "Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2009001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  7. Bart Cockx & Matteo Picchio, 2011. "Scarring Effects of Remaining Unemployed for Long-Term Unemployed School-Leavers," CESifo Working Paper Series 3565, CESifo Group Munich.
  8. Arni, Patrick & Lalive, Rafael & van Ours, Jan C, 2009. "How Effective Are Unemployment Benefit Sanctions?," CEPR Discussion Papers 7541, C.E.P.R. Discussion Papers.
  9. Melino, Angelo & Sueyoshi, Glenn T., 1990. "A simple approach to the identifiability of the proportional hazards model," Economics Letters, Elsevier, vol. 33(1), pages 63-68, May.
  10. Arni, P. & Lalive, R. & van Ours, J.C., 2009. "How Effective are Unemployment Benefit Sanctions? Looking Beyond Unemployment Exit," Discussion Paper 2009-80, Tilburg University, Center for Economic Research.
  11. Frijters, Paul, 2002. "The non-parametric identification of lagged duration dependence," Economics Letters, Elsevier, vol. 75(3), pages 289-292, May.
  12. Doiron, Denise & Gørgens, Tue, 2008. "State dependence in youth labor market experiences, and the evaluation of policy interventions," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 81-97, July.
  13. 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, 09.
  14. Anders Frederiksen & Bo E. Honoré & Luojia Hu, 2006. "Discrete Time Duration Models with Group-level Heterogeneity," Discussion Papers 05-008, Stanford Institute for Economic Policy Research.
  15. 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.
  16. Heckman, James J & Borjas, George J, 1980. "Does Unemployment Cause Future Unemployment? Definitions, Questions and Answers from a Continuous Time Model of Heterogeneity and State Dependence," Economica, London School of Economics and Political Science, vol. 47(187), pages 247-83, August.
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