Unobserved Heterogeneity in Multi-Spell Discrete Time Duration Models
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- José Ignacio García Pérez & Raquel Carrasco, 2010. "Unobserved heterogeneity in multi-spell discrete time duration model," Economic Working Papers at Centro de Estudios Andaluces E2010/13, Centro de Estudios Andaluces.
References listed on IDEAS
- Jeffrey M. Wooldridge, 2005.
"Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54, January.
- Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54.
- Jeffrey M. Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jenkins, Stephen P, 1995. "Easy Estimation Methods for Discrete-Time Duration Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(1), pages 129-138, February.
- Huh, Keun & Sickles, Robin C, 1994. "Estimation of the Duration Model by Nonparametric Maximum Likelihood, Maximum Penalized Likelihood, and Probability Simulators," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 683-694, November.
- Ridder, Geert & Tunali, Insan, 1999.
"Stratified partial likelihood estimation,"
Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October.
- Ridder, G. & Tunali, I., 1997. "Stratified Partial Likelihood Estimation," Papers 1997/17, Koc University.
- Jaap H. Abbring & Gerard J. Van Den Berg, 2007.
"The unobserved heterogeneity distribution in duration analysis,"
Biometrika, Biometrika Trust, vol. 94(1), pages 87-99.
- Jaap H. Abbring & Gerard J. van den Berg, 2006. "The Unobserved Heterogeneity Distribution in Duration Analysis," Tinbergen Institute Discussion Papers 06-059/3, Tinbergen Institute.
- Abbring, Jaap & Van den Berg, Gerard, 2007. "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers 6219, C.E.P.R. Discussion Papers.
- Gaure, Simen & Roed, Knut & Zhang, Tao, 2007.
"Time and causality: A Monte Carlo assessment of the timing-of-events approach,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1159-1195, December.
- Gaure, Simen & Røed, Knut & Zhang, Tao, 2005. "Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach," Memorandum 19/2005, Oslo University, Department of Economics.
- Olympia Bover & Manuel Arellano & Samuel Bentolila, 2002.
"Unemployment Duration, Benefit Duration and the Business Cycle,"
Economic Journal, Royal Economic Society, vol. 112(479), pages 223-265, April.
- Olympia Bover & Manuel Arellano & Samuel Bentolila, 1996. "Unemployment duration, benefit duration, and the business cycle," Estudios Económicos, Banco de España, number 57.
- Bover, O. & Arellano, M. & Bentolila, S., 1997. "Unemployment Duration, Benefit Duration, and the Business Cycle," Papers 9717, Centro de Estudios Monetarios Y Financieros-.
- Arellano, Manuel & Bentolila, Samuel & Bover, Olympia, 1998. "Unemployment Duration, Benefit Duration and the Business Cycle," CEPR Discussion Papers 1840, C.E.P.R. Discussion Papers.
- Van den Berg, Gerard J., 2001.
"Duration models: specification, identification and multiple durations,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460,
Elsevier.
- Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
- Jaap H. Abbring & Gerard J. van den Berg, 2003. "The Nonparametric Identification of Treatment Effects in Duration Models," Econometrica, Econometric Society, vol. 71(5), pages 1491-1517, September.
- Heckman, James J, 1991. "Identifying the Hand of the Past: Distinguishing State Dependence from Heterogeneity," American Economic Review, American Economic Association, vol. 81(2), pages 75-79, May.
- Frederiksen, Anders & Honore, Bo E. & Hu, Luojia, 2007.
"Discrete time duration models with group-level heterogeneity,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1014-1043, December.
- Anders Frederiksen & Bo E. Honoré & Luojia Hu, 2006. "Discrete Time Duration Models with Group-level Heterogeneity," Discussion Papers 05-008, Stanford Institute for Economic Policy Research.
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- Kalwij, Adriaan, 2001. "Individuals' Unemployment Experiences: Heterogeneity and Business Cycle Effects," IZA Discussion Papers 370, Institute of Labor Economics (IZA).
- Knut R¯ed & Oddbj¯rn Raaum, 2003. "Administrative registers - Unexplored reservoirs of Scientific Knowledge?," Economic Journal, Royal Economic Society, vol. 113(488), pages 258-281, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ewa Galecka-Burdziak & Marek Góra, 2017.
"“How do unemployed workers behave prior to retirement? A multi-state multiple-spell approach”,"
CeRP Working Papers
170, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Ga?ecka-Burdziak, Ewa & Góra, Marek, 2017. "How Do Unemployed Workers Behave Prior to Retirement? A Multi-State Multiple-Spell Approach," IZA Discussion Papers 10680, Institute of Labor Economics (IZA).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Raquel Carrasco & José Ignacio García Pérez, 2008.
"Unemployment Duration among Immigrants and Natives: Unobserved Heterogeneity in a Multi-Spell Duration Model,"
Working Papers
08.13, Universidad Pablo de Olavide, Department of Economics.
- Carrasco, Raquel & García Pérez, J. Ignacio, 2008. "Unemployment duration among immigrants and natives: unobserved heterogeneity in a multi-spell duration model," UC3M Working papers. Economics we086933, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- García-Pérez, J. Ignacio & Jiménez-Martín, Sergi & Sánchez-Martín, Alfonso R., 2013.
"Retirement incentives, individual heterogeneity and labor transitions of employed and unemployed workers,"
Labour Economics, Elsevier, vol. 20(C), pages 106-120.
- Jose Ignacio García Pérez & Sergi Jiménez Martín & Alfonso R. Sánchez Martín, 2010. "Retirement incentives, individual heterogeneity and labour transitions of employed and unemployed workers," Working Papers 2010-27, FEDEA.
- J. Ignacio García-Pérez & Sergi Jiménez-Martín & Alfonso R. Sánchez-Martín, 2010. "Retirement incentives, individual heterogeneity and labour transitions of employed and unemployed workers," Economics Working Papers 1239, Department of Economics and Business, Universitat Pompeu Fabra.
- J. Ignacio García Pérez & Sergi Jiménez Martín & Alfonso R. Sánchez Martín, 2010. "Retirement incentives, individual heterogeneity and labour transitions of employed and unemployed workers," Working Papers 10.10, Universidad Pablo de Olavide, Department of Economics.
- José Ignacio García Pérez, 2010. "Retirement incentives, individual heterogeneity and labour transitions of employed and unemployed workers," Economic Working Papers at Centro de Estudios Andaluces E2010/12, Centro de Estudios Andaluces.
- J. Ignacio García-Pérez & Sergi Jiménez-Martín & Alfonso R. Sánchez-Martin, 2010. "Retirement Incentives, Individual Heterogeneity and Labour Transitions of Employed and Unemployed Workers," Working Papers 513, Barcelona School of Economics.
- Samuel Bentolila & J. Ignacio García-Pérez & Marcel Jansen, 2017.
"Are the Spanish long-term unemployed unemployable?,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 8(1), pages 1-41, March.
- Bentolila, Samuel & Garcia Perez, Jose Ignacio & Jansen, Marcel, 2017. "Are the Spanish Long-Term Unemployed Unemployable?," CEPR Discussion Papers 11824, C.E.P.R. Discussion Papers.
- Bentolila, Samuel & Garcia Perez, J. Ignacio & Jansen, Marcel, 2017. "Are the Spanish Long-Term Unemployed Unemployable?," IZA Discussion Papers 10580, Institute of Labor Economics (IZA).
- Samuel Bentolila & J. Ignacio García-Pérez & Marcel Jansen, 2017. "Are the Spanish Long-Term Unemployed Unemployable?," CESifo Working Paper Series 6338, CESifo.
- Bentolila, Samuel & García-Pérez, J. Ignacio & Jansen, Marcel, 2017. "Are the Spanish Long-Term Unemployed Unemployable?," UC3M Working papers. Economics 24122, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Samuel Bentolila & J. Ignacio García-Pérez & Marcel Jansen, 2017. "Are the Spanish Long-Term Unemployed Unemployable?," Studies on the Spanish Economy eee2017-02, FEDEA.
- Samuel Bentolila & J. Ignacio García-Pérez & Marcel Jansen, 2017. "Are the Spanish Long-Term Unemployed Unemployable?," Working Papers wp2017_1707, CEMFI.
- Gaure, Simen & Roed, Knut & Zhang, Tao, 2007.
"Time and causality: A Monte Carlo assessment of the timing-of-events approach,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1159-1195, December.
- Gaure, Simen & Røed, Knut & Zhang, Tao, 2005. "Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach," Memorandum 19/2005, Oslo University, Department of Economics.
- Garcia-Louzao, Jose, 2022.
"Workers’ job mobility in response to severance pay generosity,"
Labour Economics, Elsevier, vol. 75(C).
- Jose Garcia-Louzao, 2020. "Workers' Job Mobility in Response to Severance Pay Generosity," Bank of Lithuania Working Paper Series 76, Bank of Lithuania.
- Nicoletti, Cheti & Rondinelli, Concetta, 2010.
"The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study,"
Journal of Econometrics, Elsevier, vol. 159(1), pages 1-13, November.
- Concetta Rondinelli & Cheti Nicoletti, 2009. "The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study," Temi di discussione (Economic working papers) 705, Bank of Italy, Economic Research and International Relations Area.
- Samuel Bentolila & J. Ignacio García-Pérez & Marcel Jansen, 2017. "Are the Spanish Long-Term Unemployed Unemployable?," Working Papers wp2018_1707, CEMFI.
- Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020.
"Empirical Monte Carlo evidence on estimation of Timing-of-Events models,"
Working Paper Series
2020:26, IFAU - Institute for Evaluation of Labour Market and Education Policy, revised 05 Jan 2021.
- Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2021. "Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models," IZA Discussion Papers 14015, Institute of Labor Economics (IZA).
- Stijn Baert & Bas van der Klaauw & Gijsbert van Lomwel, 2018.
"The effectiveness of medical and vocational interventions for reducing sick leave of self‐employed workers,"
Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 139-152, February.
- Baert, Stijn & van der Klaauw, Bas & van Lomwel, Gijsbert, 2016. "The Effectiveness of Medical and Vocational Interventions for Reducing Sick Leave of Self-Employed Workers," IZA Discussion Papers 9692, Institute of Labor Economics (IZA).
- J. Ignacio García‐Pérez & Fernando Muñoz‐Bullón, 2011.
"Transitions into Permanent Employment in Spain: An Empirical Analysis for Young Workers,"
British Journal of Industrial Relations, London School of Economics, vol. 49(1), pages 103-143, March.
- García-Pérez, J. Ignacio & Muñoz-Bullón, Fernando, 2007. "Transitions into permanent employment in Spain : an empirical analysis for young workers," DEE - Working Papers. Business Economics. WB wb073808, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Fernando Muñoz-Bullón & J. Ignacio García-Pérez, 2007. "Transitions into Permanent Employment in Spain:An Empirical Analysis for Young Workers," Working Papers 2007-09, FEDEA.
- Haywood, Luke, 2016.
"Wealth effects on job preferences,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 38, pages 1-11.
- Haywood, Luke, 2016. "Wealth effects on job preferences," Labour Economics, Elsevier, vol. 38(C), pages 1-11.
- Luke Haywood, 2014. "Too Rich to Do the Dirty Work?: Wealth Effects on the Demand for Good Jobs," Discussion Papers of DIW Berlin 1355, DIW Berlin, German Institute for Economic Research.
- Hess, Wolfgang & Persson, Maria, 2010.
"The Duration of Trade Revisited. Continuous-Time vs. Discrete-Time Hazards,"
Working Papers
2010:1, Lund University, Department of Economics.
- Hess, Wolfgang & Persson, Maria, 2010. "The Duration of Trade Revisited: Continuous-Time vs. Discrete-Time Hazards," Working Paper Series 829, Research Institute of Industrial Economics.
- Raquel Carrasco & Ismael Gálvez-Iniesta & Belén Jerez, 2022.
"Do Temporary Help Agencies Help? Temporary Employment Transitions for Low-Skilled Workers,"
Studies on the Spanish Economy
eee2022-11, FEDEA.
- Carrasco, Raquel & Gálvez Iniesta, Ismael & Jerez, Belén, 2022. "Do Temporary Help Agencies Help? Temporary employment transitions for low-skilled workers," UC3M Working papers. Economics 34756, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Yolanda F. Rebollo-Sanz & Nuria Rodriguez Planas, 2016.
"When the Going Gets Tough... Financial Incentives, Duration of Unemployment and Job-Match Quality,"
Working Papers
16.11, Universidad Pablo de Olavide, Department of Economics.
- Rebollo-Sanz, Yolanda Fatima & Rodríguez-Planas, Núria, 2016. "When the Going Gets Tough... Financial Incentives, Duration of Unemployment and Job-Match Quality," IZA Discussion Papers 10044, Institute of Labor Economics (IZA).
- Røed, Knut & Westlie, Lars, 2007.
"Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions,"
Memorandum
13/2007, Oslo University, Department of Economics.
- Røed, Knut & Westlie, Lars, 2007. "Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions," IZA Discussion Papers 2877, Institute of Labor Economics (IZA).
- Hess, Wolfgang & Persson, Maria, 2009. "Survival and Death in International Trade - Discrete-Time Durations of EU Imports," Working Papers 2009:12, Lund University, Department of Economics.
- Frijters, Paul & de New, John & Shields, Michael A., 2005.
"Socio-Economic Status, Health Shocks, Life Satisfaction and Mortality: Evidence from an Increasing Mixed Proportional Hazard Model,"
IZA Discussion Papers
1488, Institute of Labor Economics (IZA).
- Paul Frijters & John Haisken-DeNew & Michael Shields, 2005. "Socio-Economic Status, Health Shocks, Life Satisfaction and Mortality: Evidence from an Increasing Mixed Proportional Hazard Model," CEPR Discussion Papers 496, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Gaure, Simen & Røed, Knut & Westlie, Lars, 2012. "Job search incentives and job match quality," Labour Economics, Elsevier, vol. 19(3), pages 438-450.
- Picchio, Matteo, 2012.
"Lagged duration dependence in mixed proportional hazard models,"
Economics Letters, Elsevier, vol. 115(1), pages 108-110.
- M. Picchio, 2011. "Lagged Duration Dependence in Mixed Proportional Hazard Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/747, Ghent University, Faculty of Economics and Business Administration.
- Matteo PICCHIO, 2011. "Lagged Duration Dependence in Mixed Proportional Hazard Models," LIDAM Discussion Papers IRES 2011037, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Picchio, Matteo, 2011. "Lagged Duration Dependence in Mixed Proportional Hazard Models," IZA Discussion Papers 6089, Institute of Labor Economics (IZA).
- Van den Berg, Gerard J., 2001.
"Duration models: specification, identification and multiple durations,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460,
Elsevier.
- Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
More about this item
Keywords
Duration models; Discrete choice; Multiple spells; Unobserved heterogeneity; Unemployment.;All these keywords.
JEL classification:
- J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search
- J61 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Geographic Labor Mobility; Immigrant Workers
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- J65 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment Insurance; Severance Pay; Plant Closings
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2010-11-20 (Discrete Choice Models)
- NEP-ECM-2010-11-20 (Econometrics)
- NEP-ETS-2010-11-20 (Econometric Time Series)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pab:wpaper:10.11. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Publicación Digital - UPO (email available below). General contact details of provider: https://edirc.repec.org/data/deupoes.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.