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...

Often, the moment of a treatment and the moment at which the outcome of interest occurs are realizations of stochastic processes with dependent unobserved determinants. Notably, both treatment and outcome are characterized by the moment they occur. We compare different methods of inference of...

This note describes how the (single-spell) identification result of the timing-of-events model by Abbring and Van den Berg (2003b) can be extended to a model that accommodates several competing exit risks. The extended model can be used for example to distinguish between the different effects of...

We introduce a dynamic treatment to the mixed proportional hazard competing risks model and allow for selection on unobservables. Our model can e.g. be used to evaluate the effect of benefit sanctions on the transition rate out of unemployment when more than one exit risk is of interest....

A general formulation of Mixed Proportional Hazard models with K random effects is provided. It enables to account for a population stratified at K different levels. We then show how to approximate the partial maximum likelihood estimator using an EM algorithm. In a Monte Carlo study, the...

Often, a treatment and the outcome of interest are characterized by the moment they occur, and these moments are realizations of stochastic processes with dependent unobserved determinants. We develop a simple and intuitive method for inference on the treatment effect. The method can be...

This paper studies the event-history approach to microeconometric programevaluation. We present a mixed semi-Markov event-history model, discussits application to program evaluation, and analyze its empirical content.The results of this paper provide fundamental insights in what can be...

In their IZA Discussion Paper 10247, Johansson and Lee claim that the main result (Proposition 3) in Abbring and Van den Berg (2003b) does not hold. We show that their claim is incorrect. At a certain point within their line of reasoning, they make a rather basic error while transforming one...

Often, the moment of a treatment and the moment at which the outcome of interest occurs are realizations of stochastic processes with dependent unobserved determinants. Notably, both treatment and outcome are characterized by the moment they occur. In this paper, we compare different methods of...

Often, a treatment and the outcome of interest are characterized by the moment they occur, and these moments are realizations of stochastic processes with dependent unobserved determinants. We develop a simple and intuitive method for inference on the treatment effect. The method can be...