Identification of lagged duration dependence in multiple-spell competing risks models

Economics Letters

Volumn 106, Issue 3, 2010, Pages 241-243

  Horny, Guillaume ^a,b   Picchio, Matteo ^c  

^a BANQUE DE FRANCE   (France)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^c TILBURG UNIVERSITY   (Netherlands)

Author keywords

Competing risks; Identification; Lagged duration dependence; Mixed proportional hazard models

Indexed keywords

EID: 76549100670     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2009.12.010     Document Type: Article

References (15)

1. Abbring J.H., and van den Berg G.J. The identifiability of the mixed proportional hazards competing risks model. Journal of the Royal Statistical Society Series B 65 3 (2003) 701-710
2. Cockx, B., Picchio, M., 2009. Are short-lived jobs stepping stones to long-lasting jobs?, IZA Discussion Paper No. 4007, Bonn.
3. Cox D.R. Renewal Theory (1962), Methuen, London
4. Doiron D., and Gørgens T. State dependence in youth labor market experiences, and the evaluation of policy interventions. Journal of Econometrics 145 1 (2008) 81-97
5. Gagliarducci S. The dynamics of repeated temporary jobs. Labour Economics 12 4 (2005) 429-448
6. Gaure, S., Røed, K., Westlie, L., 2008. The impacts of labour market policies on job search behavior and post-unemployment job quality, IZA discussion paper No. 3802, Bonn.
7. Heckman J.J., and Honoré B.E. The identifiability of the competing risks model. Biometrika 76 2 (1989) 325-330
8. Honoré B.E. Identification results for duration models with multiple spells. Review of Economic Studies 60 1 (1993) 241-246
9. Honoré B.E., and Lleras-Muney A. Bounds in competing risks models and the war on cancer. Econometrica 74 6 (2006) 1675-1698
10. Katz L.F., and Meyer B.D. Unemployment insurance, recall expectations, and unemployment outcomes. Quarterly Journal of Economics 105 4 (1990) 973-1002
11. Lancaster T. The Econometric Analysis of Transition Data (1990), Cambridge University Press, Cambridge
12. Lee S. Identification of a competing risks model with unknown transformations of latent failure times. Biometrika 93 4 (2006) 996-1002
13. Peterson A.V. Bounds for a joint distribution with fixed sub-distribution functions: application to competing risks. Proceedings of the National Academy of Science 73 1 (1976) 11-13
14. Tsiatis A. A nonidentifiability aspect of the problem of competing risks. Proceedings of the National Academy of Sciences of the United States of America 72 1 (1975) 20-22
15. van den Berg G.J. Duration models: specification, identification, and multiple durations. In: Heckman J.J., and Leamer E. (Eds). Handbook of Econometrics vol. V (2001), Amsterdam, North-Holland 3381-3460 Ch. 55