Please use this identifier to cite or link to this item:
Title: Endogenous Censoring in the Mixed Proportional Hazard Model with an Application to Optimal Unemployment Insurance
Authors: Szydlowski, Arkadiusz
First Published: 2019
Publisher: Wiley
Citation: Journal of Applied Econometrics, 2019, In Press
Abstract: We examine the sensitivity of estimates of the MPH model with respect to assumptions on the censoring mechanism in the context of an economic model of optimal unemployment insurance. We assume a parametric model for the duration of interest and leave the distribution of censoring unrestricted, allowing it to be correlated with observed and unobserved characteristics. We provide a practical characterization of the identified set with moment inequalities and suggest methods for estimating this set. We apply this approach to estimate the elasticity of unemployment exit rate with respect to unemployment benefit. Finally, we investigate welfare consequences of our estimates.
ISSN: 0883-7252
Links: TBA
Embargo on file until: 1-Jan-10000
Version: Post-print
Status: Peer-reviewed
Type: Journal Article
Rights: Copyright © Wiley, 2019. Deposited with reference to the publisher’s open access archiving policy. (
Description: The file associated with this record is under embargo until 24 months after publication, in accordance with the publisher's self-archiving policy. The full text may be available through the publisher links provided above.
Appears in Collections:Published Articles, Dept. of Economics

Files in This Item:
File Description SizeFormat 
Endog_cens_durat190201JAErevision.pdfPost-review (final submitted author manuscript)712.96 kBAdobe PDFView/Open

Items in LRA are protected by copyright, with all rights reserved, unless otherwise indicated.