Identification Results for Duration Models with Multiple Spells

DOI10.2307/2297821MaRDI QIDQ4033910zbMATH OpenOpenAlexFDO

Authors Bo E. Honoré

Publication date 16 May 1993

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a0e43b6a05607d2576cef3428edf76d2d4f41552

zbMATH Keywords

identifiability of duration modelslagged duration dependencemixing distributionmulti-spell models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(25)

• Multiple spells in the Prentice-Gloeckler-Meyer likelihood with unobserved heterogeneity
• Association measures for durations in bivariate hazard rate models
• A bivariate duration model for job mobility of two-earner households
• The non-parametric identification of lagged duration dependence.
• Identification of the timing-of-events model with multiple competing exit risks from single-spell data
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• On proportional reversed hazards frailty models
• A nested copula duration model for competing risks with multiple spells
• Study of the bivariate survival data using frailty models based on Lévy processes
• Estimating a semi-parametric duration model without specifying heterogeneity
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• Semiparametric estimation of a panel data proportional hazards model with fixed effects
• Partial rank estimation of duration models with general forms of censoring
• Kernel estimation of hazard functions when observations have dependent and common covariates
• Nonparametric identification of the mixed hazards model with time-varying covariates
• Interdependent durations
• Lagged duration dependence in mixed proportional hazard models
• A new model for interdependent durations
• Durations in Panel Data Subject to Attrition: A Note on Estimation in the Case of a Stock Sample1
• The Nonparametric Identification of Treatment Effects in Duration Models
• Combining micro and macro unemployment duration data
• Heterogeneity and Unemployment Dynamics
• Decomposing duration dependence in a stopping time model
• Semiparametric estimation of duration model with time-varying regressors and fixed effects
• Identification of lagged duration dependence in multiple-spell competing risks models

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