Distribution regression in duration analysis: an application to unemployment spells

Publicado en

  • The Econometrics Journal


  • SummaryThis article proposes inference procedures for distribution regression models in duration analysis using randomly right-censored data. This generalizes classical duration models by allowing situations where explanatory variables’ marginal effects freely vary with duration time. The article discusses applications to testing uniform restrictions on the varying coefficients, inferences on average marginal effects, and others involving conditional distribution 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.

fecha de publicación

  • 2022

Líneas de investigación

  • Conditional distribution
  • duration models
  • random censoring
  • unemployment duration
  • varying coefficients model


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