Identification results for duration models with multiple spells

Bo E. Honore

doi:10.2307/2297821

Identification results for duration models with multiple spells

Bo E. Honore

Research output: Contribution to journal › Article › peer-review

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Abstract

The purpose of this paper is to investigate the identifiability of duration models with multiple spells. We prove that the results of Elbers and Ridder (1982) and Heckman and Singer (1984) can be generalized to multi-spell models with lagged duration dependence. We also prove that without lagged duration dependence, the identification result does not depend on moment conditions or tail conditions on the mixing distribution. This result is in contrast to Ridder's (1990) result for single-spell models.

Original language	English (US)
Pages (from-to)	241-246
Number of pages	6
Journal	Review of Economic Studies
Volume	60
Issue number	1
DOIs	https://doi.org/10.2307/2297821
State	Published - Jan 1993
Externally published	Yes

All Science Journal Classification (ASJC) codes

Economics and Econometrics

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10.2307/2297821

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@article{231b85f97aac4af383a3769794ceeb21,

title = "Identification results for duration models with multiple spells",

abstract = "The purpose of this paper is to investigate the identifiability of duration models with multiple spells. We prove that the results of Elbers and Ridder (1982) and Heckman and Singer (1984) can be generalized to multi-spell models with lagged duration dependence. We also prove that without lagged duration dependence, the identification result does not depend on moment conditions or tail conditions on the mixing distribution. This result is in contrast to Ridder's (1990) result for single-spell models.",

author = "Honore, {Bo E.}",

note = "Funding Information: Acknowledgement. This paper extends results from my University of Chicago Ph.D. Dissertation (Honore (1987». I have benefitted from numerous discussions with Jim Heckman and Ricardo Barros as well as from the suggestions of the Managing Editor, Mathias Dewatripont. I am especially thankful to an anonymous referee whose comments substantially improved the paper. Support from NSF Grant No SES-8809352 and SES-9009879 is gratefully acknowledged.",

year = "1993",

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N1 - Funding Information: Acknowledgement. This paper extends results from my University of Chicago Ph.D. Dissertation (Honore (1987». I have benefitted from numerous discussions with Jim Heckman and Ricardo Barros as well as from the suggestions of the Managing Editor, Mathias Dewatripont. I am especially thankful to an anonymous referee whose comments substantially improved the paper. Support from NSF Grant No SES-8809352 and SES-9009879 is gratefully acknowledged.

PY - 1993/1

Y1 - 1993/1

N2 - The purpose of this paper is to investigate the identifiability of duration models with multiple spells. We prove that the results of Elbers and Ridder (1982) and Heckman and Singer (1984) can be generalized to multi-spell models with lagged duration dependence. We also prove that without lagged duration dependence, the identification result does not depend on moment conditions or tail conditions on the mixing distribution. This result is in contrast to Ridder's (1990) result for single-spell models.

AB - The purpose of this paper is to investigate the identifiability of duration models with multiple spells. We prove that the results of Elbers and Ridder (1982) and Heckman and Singer (1984) can be generalized to multi-spell models with lagged duration dependence. We also prove that without lagged duration dependence, the identification result does not depend on moment conditions or tail conditions on the mixing distribution. This result is in contrast to Ridder's (1990) result for single-spell models.

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JO - Review of Economic Studies

JF - Review of Economic Studies

IS - 1

ER -

Identification results for duration models with multiple spells

Abstract

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