The most critical factor in econometric estimations is parameter identification. Identification in econometric models formalizes prior assumptions and the data to information about a parameter of interest. However, there are two important features characterize duration data. The first one is...

This paper proposes a unified approach to derive sharp bounds on all conventional policy parameters when the instrumental variables (IVs) are potentially invalid. Using a Vine Copula approach, we propose a novel characterization of the identified sets for the marginal treatment effect (MTE) and...

This study evaluates and compares the effectiveness of two alternative training schemes for the unemployed: short, job-search oriented training and long, human capital oriented training. We investigate the impact dynamics of these programs considering both unemployment and employment duration....

We estimate the effect of active labour market programmes on the exit rate to regular employment for non-western immigrants in Denmark who receive social assistance. We use the timing-of-events duration model and rich administrative data. We find large positive post-programme effects, and,...

This paper investigates how precisely short-term, job-search oriented training programs as opposed to long-term, human capital intensive training programs work. We evaluate and compare their effects on time until job entry, stability of employment, and earnings. Further, we examine the...

This paper investigates how precisely short-term, job-search oriented training programs as opposed to long-term, human capital intensive training programs work. We evaluate and compare their effects on time until job entry, stability of employment, and earnings. Further, we examine the...

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...

When a treatment unambiguously defines the treatment and control groups at a given time point, its effects are usually found by comparing the two groups' mean responses. But there are many cases where the treatment timing is chosen, for which the conventional approach fails. This paper sets up...

We estimate the effect of active labour-market programmes on the exit rate to regular employment for non-western immigrants in Denmark who receive social assistance. We use the timing-of-events duration model and rich administrative data. We find large positive post-programme effects, and,...

This study evaluates the effects of further training on the individual unemployment duration of different groups of persons representing individual characteristics and some aspects of the economic environment. The Micro Census Saxony enables us to include additional information about a...