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Since the early 1980s, the econometric analysis of duration variables has become widespread. This chapter provides an … overview of duration analysis, with an emphasis on the specification and identification of duration models, and with special … attention to models for multiple durations. Most of the chapter deals with so-called reduced-form duration models, notably the …
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effect of a timing-chosen treatment on an event duration of interest does not hold. The main problem is that the … Statistical Society, Series B) that requires independence between the waiting duration until treatment and the event duration, but …
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We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification...
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This paper proposes a new bivariate competing risks model in which both durations are the first passage times of dependent Lévy subordinators with exponential thresholds and multiplicative covariates effects. Our specification extends the mixed proportional hazards model, as it allows for the...
Persistent link: https://www.econbiz.de/10012213979
We consider the problem of assessing the effects of a treatment on duration outcomes using data from a randomized … duration outcome, and noncompliance with the assigned treatment. Ignoring any of these issues could yield biased estimates of … duration. Our estimated bounds suggest that JC participation may increase the average duration of the last complete employment …
Persistent link: https://www.econbiz.de/10012163400
We consider the problem of assessing the effects of a treatment on duration outcomes using data from a randomized … duration outcome, and noncompliance with the assigned treatment. Ignoring any of these issues could yield biased estimates of … duration. Our estimated bounds suggest that JC participation may increase the average duration of the last complete employment …
Persistent link: https://www.econbiz.de/10011924890