Identification of the timing-of-events model with multiple competing exit risks from single-spell data

Bettina Drepper () and Georgios Effraimidis
Additional contact information
Bettina Drepper: Department of Econometrics and OR, Postal: Tilburg University, The Netherlands
Georgios Effraimidis: COHERE, Postal: Department of Business and Economics, University of Southern Denmark

No 2016:3, DaCHE discussion papers from University of Southern Denmark, Dache - Danish Centre for Health Economics

Abstract: The (single-spell) identification result of the timing-of-events model by Abbring and Van den Berg (2003b) is extended to a model with several competing exit risk equations. The extended model can be used for example to simultaneously identify the different effects a benefit sanction has on the rate to find work and the rate to leave the labor force. A flexible dependence structure between competing exit risks and the duration until entry into treatment accounts for selection effects caused by unobserved characteristics of the job searcher.

Keywords: Competing risks; Timing-of-events; Mixed proportional hazard model; Program evaluation; Unobserved heterogeneity; Identification (search for similar items in EconPapers)
JEL-codes: C14 C31 C41 J64 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2016-03-01
New Economics Papers: this item is included in nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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