Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data

Bettina Drepper () and Georgios Effraimidis ()
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Bettina Drepper: Tilburg University
Georgios Effraimidis: University of Southern Denmark

No 8839, IZA Discussion Papers from Institute of Labor Economics (IZA)

Abstract: This note describes how the (single-spell) identification result of the timing-of-events model by Abbring and Van den Berg (2003b) can be extended to a model that accommodates several competing exit risks. The extended model can be used for example to distinguish between the different effects of a benefit sanction on several competing exit risks out of unemployment such as 'finding work' vs. 'exiting the labor force'. By allowing for a flexible dependence structure between competing exit risks and the duration until entry into treatment, the model can take account of selection into treatment and dependencies between competing exit risks by way of unobservables.

Keywords: mixed proportional hazard; multivariate duration analysis; treatment effects; competing risks; timing-of-events (search for similar items in EconPapers)
JEL-codes: C31 C41 J64 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2015-02
New Economics Papers: this item is included in nep-ecm and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Published - published in: Economics Letters, 2016, 147, 124-126

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