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The Dynamics of Depression from Adolescence to Early Adulthood

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  • Paul Contoyannis
  • Jinhu Li

Abstract

This paper employs a conditional quantile regression approach to quantify the dynamics of depression among adolescents, and examine the extent of true state dependence in youth depression conditional on unobserved individual heterogeneity and family socio5economic status. We use data on the children of the US National Longitudinal Survey of Youth 79 cohort (CNLSY79) and employ a recently5developed instrumental variable approach for the estimation of dynamic quantile regression models with fixed effects. Our results suggest that true state dependence in youth depression is very low and the observed positive association between previous depression and current depression is mainly due to time5invariant unobserved individual heterogeneity. The results also show heterogeneity in true state dependence in youth depression across quantiles of the depression distribution.

Suggested Citation

  • Paul Contoyannis & Jinhu Li, 2014. "The Dynamics of Depression from Adolescence to Early Adulthood," Department of Economics Working Papers 2014-09, McMaster University.
  • Handle: RePEc:mcm:deptwp:2014-09
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    File URL: http://socserv.mcmaster.ca/econ/rsrch/papers/archive/2014-09.pdf
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    References listed on IDEAS

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    1. Dean R. Hyslop, 1999. "State Dependence, Serial Correlation and Heterogeneity in Intertemporal Labor Force Participation of Married Women," Econometrica, Econometric Society, vol. 67(6), pages 1255-1294, November.
    2. Katharina Hauck & Nigel Rice, 2004. "A longitudinal analysis of mental health mobility in Britain," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 981-1001.
    3. Chernozhukov, Victor & Hansen, Christian, 2006. "Instrumental quantile regression inference for structural and treatment effect models," Journal of Econometrics, Elsevier, vol. 132(2), pages 491-525, June.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    adolescence; depression; dynamic quantile regressions; health dynamics; instrumental variables; quantile regression; panel data models;

    JEL classification:

    • I12 - Health, Education, and Welfare - - Health - - - Health Behavior
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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