Nonparametric identification in nonseparable duration models with unobserved heterogeneity
Petyo Bonev ()
No 2005, Economics Working Paper Series from University of St. Gallen, School of Economics and Political Science
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)
JEL-codes: C14 C41 J64 (search for similar items in EconPapers)
Pages: 36 pages
New Economics Papers: this item is included in nep-ecm, nep-lab and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
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.
Bibliographic data for series maintained by Martina Flockerzi ().