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Distribution regression in duration analysis: an application to unemployment spells
[Lecture notes in statistics: Proceedings]

Author

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  • Miguel A Delgado
  • Andrés García-Suaza
  • Pedro H C Sant’Anna

Abstract

SummaryThis article proposes inference procedures for distribution regression models in duration analysis using randomly right-censored data. This generalizes classical duration models by allowing situations where explanatory variables’ marginal effects freely vary with duration time. The article discusses applications to testing uniform restrictions on the varying coefficients, inferences on average marginal effects, and others involving conditional distribution estimates. Finite sample properties of the proposed method are studied by means of Monte Carlo experiments. Finally, we apply our proposal to study the effects of unemployment benefits on unemployment duration.

Suggested Citation

  • Miguel A Delgado & Andrés García-Suaza & Pedro H C Sant’Anna, 2022. "Distribution regression in duration analysis: an application to unemployment spells [Lecture notes in statistics: Proceedings]," The Econometrics Journal, Royal Economic Society, vol. 25(3), pages 675-698.
    • Handle: RePEc:oup:emjrnl:v:25:y:2022:i:3:p:675-698.
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    2. Wied, Dominik, 2024. "Semiparametric distribution regression with instruments and monotonicity," Labour Economics, Elsevier, vol. 90(C).
    3. Chen, Songnian, 2023. "Two-step estimation of censored quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 1310-1336.
    4. Yao, Li & Li, Jun & Chen, Kaihua & Yu, Rongjian, 2024. "Winning the second race of technology standardization: Strategic maneuvers in SEP follow-on innovations," Research Policy, Elsevier, vol. 53(6).

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