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Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data

Author

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  • Drepper, Bettina

    (Tilburg University)

  • Effraimidis, Georgios

    (University of Southern Denmark)

Abstract

This note describes how the (single-spell) identification result of the timing-of-events model by Abbring and Van den Berg (2003b) can be extended to a model that accommodates several competing exit risks. The extended model can be used for example to distinguish between the different effects of a benefit sanction on several competing exit risks out of unemployment such as 'finding work' vs. 'exiting the labor force'. By allowing for a flexible dependence structure between competing exit risks and the duration until entry into treatment, the model can take account of selection into treatment and dependencies between competing exit risks by way of unobservables.

Suggested Citation

  • Drepper, Bettina & Effraimidis, Georgios, 2015. "Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data," IZA Discussion Papers 8839, Institute of Labor Economics (IZA).
    • Handle: RePEc:iza:izadps:dp8839
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    References listed on IDEAS

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    Cited by:

    1. Cockx, Bart & Baert, Stijn, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed: Private For-Profit or Non-Profit, or Keep It Public?," IZA Discussion Papers 9459, Institute of Labor Economics (IZA).
    2. 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].
    3. Anna Godøy & Knut Røed, 2016. "Unemployment Insurance and Underemployment," LABOUR, CEIS, vol. 30(2), pages 158-179, June.

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    More about this item

    Keywords

    competing risks; treatment effects; multivariate duration analysis; mixed proportional hazard; timing-of-events;
    All these keywords.

    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, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search

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