, when a Brownian motion with drift hits a barrier. This implies that the duration of each worker's jobless spells has an … prove that the distribution of these parameters is identified from the duration of two spells. We use social security data … for Austrian workers to estimate the model. We conclude that dynamic selection is a critical source of duration dependence …

measures of clean indoor air restrictions are added to the survey data. Both parametric and semi-parametric duration models are …

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these … unemployment insurance benefits on the duration of joblessness in Austria, where the benefit schedule has kinks at the minimum and …

This paper is concerned with the estimation of the parameters in a dynamic simultaneous equation model with stationary …

This paper considers models for unobservables in duration models. It demonstrates how cross-section and time …-series variation in regressors facilitates identification of single-spell, competing risks and multiple spell duration models. We also …

We develop an estimator and tests of a discrete time mixed proportional hazard (MPH) model of duration with unobserved … heterogeneity. We allow for competing risks, observable characteristics, and censoring, and we use linear GMM, making estimation and … distribution. We apply our estimator to the duration of price spells in weekly store data from IRI. We find substantial unobserved …