Consider a setting where a treatment that starts at some point during a spell (e.g. in unemployment) may impact on the hazard rate of the spell duration, and where the impact may be heterogeneous across subjects. We provide Monte Carlo evidence on the feasibility of estimating the distribution...

An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An iterative...

We investigate treatment effects of active labour market programmes for Norwegian adults for the 1990 to 2000 period. Three types of active labour market programmes are evaluated within a competing risks hazard rate model. Non-parametric specifications on both duration dependence and unobserved...