Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data

19 Pages Posted: 14 Feb 2015

Abstract

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 a benefit sanction on several competing exit risks out of unemployment such as 'finding work' vs. 'exiting the labor force'. By allowing for a flexible dependence structure between competing exit risks and the duration until entry into treatment, the model can take account of selection into treatment and dependencies between competing exit risks by way of unobservables.

Keywords: competing risks, treatment effects, multivariate duration analysis, mixed proportional hazard, timing-of-events

JEL Classification: C41, C31, J64

Suggested Citation

Drepper, Bettina and Effraimidis, Georgios, Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data. IZA Discussion Paper No. 8839. Available at SSRN: https://ssrn.com/abstract=2564972

Georgios Effraimidis

Qualcomm, Inc. ( email )

5775 Morehouse Dr
San Diego, CA 92121
United States

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