 Nonparametric identification in nonseparable duration models with unobserved heterogeneityPetyo Bonev () No 2005, Economics Working Paper Series from University of St. Gallen, School of Economics and Political Science 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. Keywords: Duration models; identification; unobserved treatment heterogeneity; nonseparable models; competing risks; treatment effect; job search; unemployment (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:usg:econwp:2020:05 Access Statistics for this paper More papers in Economics Working Paper Series from University of St. Gallen, School of Economics and Political Science Contact information at EDIRC. |
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