Identification Results for Duration Models with Multiple Spells
研究多时段持续时间模型的识别性,证明在存在滞后持续时间依赖时,Elbers和Ridder(1982)及Heckman和Singer(1984)的结果可推广;无滞后依赖时,识别不依赖矩条件或尾部条件,这与单时段模型的结果不同。
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.