Identification Results for Duration Models with Multiple Spells

Author
Publication Year
1993

Type

Journal Article
Abstract
The purpose of this paper is to investigate the identifiability of duration models with multiple spells. The author proves that the results of C. Elbers and G. Ridder (1982) and J. J. Heckman and B. Singer (1984) can be generalized.to multispell models with lagged duration dependence. He also proves that, without lagged duration dependence, the identification result does not depend on moment conditions or tail conditions on the mixing distribution. This resul t is in contrast to Ridder's (1990) result for single-spell models.
Journal
Review of Economic Studies
Volume
60
Issue
1
Pages
241-46
Date Published
01/1993