Distribution regression in duration analysis: an application to unemployment spells

This article proposes inference procedures for distribution regression models in du-ration analysis using randomly right-censored data. This generalizes classical duration models by allowing situations where explanatory variables¿ marginal effects freely vary with dura- tion time. The article discusses applications to testing uniform restrictions on the varying coefficients, inferences on average marginal effects, and others involving conditional distri- bution estimates. Finite sample properties of the proposed method are studied by means of Monte Carlo experiments. Finally, we apply our proposal to study the effects of unemployment benefits on unemployment duration.

conditional distribution; duration models; random censoring; unemployment duration; varying coefficients model

Distribution regression in duration analysis: an application to unemployment spells Articles