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Nonparametric identification in nonseparable duration models with unobserved heterogeneity

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  • Bonev, Petyo

Abstract

We study nonparametric identification of nonseparable duration models with unobserved heterogeneity. Our models are nonseparable in two ways. First, genuine duration dependence is allowed to depend on observed covariates. Second, observed and unobserved characteristics may interact in an arbitrary way. Our study develops novel identification strategies for a comprehensive account of typical duration model settings. In particular, we show identification in single-spell models with and without time-varying covariates, in multiple models with shared frailty and lagged duration dependence, in single-spell and multiple-spell competing risks models, and in treatment effects models where treatment is assigned during the individual spell in the state of interest.

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  • Bonev, Petyo, 2020. "Nonparametric identification in nonseparable duration models with unobserved heterogeneity," Economics Working Paper Series 2005, University of St. Gallen, School of Economics and Political Science.
    • Handle: RePEc:usg:econwp:2020:05
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    Cited by:

    1. Bonev, Petyo & Matsumoto, Shigeru, 2022. "An empirical evaluation of environmental Alternative Dispute Resolution methods," Economics Working Paper Series 2208, University of St. Gallen, School of Economics and Political Science.

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    More about this item

    Keywords

    Duration models; identification; unobserved treatment heterogeneity; nonseparable models; competing risks; treatment effect; job search; unemployment;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • 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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