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Lagged Duration Dependence in Mixed Proportional Hazard Models

  • M. PICCHIO

    ()

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://wps-feb.ugent.be/Papers/wp_11_747.pdf
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Paper provided by Ghent University, Faculty of Economics and Business Administration in its series Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium with number 11/747.

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Length: 9 pages
Date of creation: Oct 2011
Date of revision:
Handle: RePEc:rug:rugwps:11/747
Contact details of provider: Postal: Hoveniersberg 4, B-9000 Gent
Phone: ++ 32 (0) 9 264 34 61
Fax: ++ 32 (0) 9 264 35 92
Web page: http://www.ugent.be/eb

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  1. 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.
  2. B. Cockx & M. Picchio, 2011. "Scarring Effects of Remaining Unemployed for Long-Term Unemployed School-Leavers," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/731, Ghent University, Faculty of Economics and Business Administration.
  3. 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.
  4. 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.
  5. Ridder, G. & Tunali, I., 1997. "Stratified Partial Likelihood Estimation," Papers 1997/17, Koc University.
  6. 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.
  7. Horny, G. & Picchio, M., 2009. "Identification of lagged duration dependence in multiple-spell competing risks models," Working papers 260, Banque de France.
  8. 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.
  9. 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.
  10. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
  11. 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.
  12. Frijters, Paul, 2002. "The non-parametric identification of lagged duration dependence," Economics Letters, Elsevier, vol. 75(3), pages 289-292, May.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
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