Testing for origin dependence in socioeconomic duration data

We investigate the properties of two tests for origin dependence in the semi-Markov process. Although several authors have discussed tests for destination dependence, tests for the equally important origin dependence have been ignored. The properties of the test statistics under the null hypothesis of no origin dependence are examined by means of a simulation study. The use of these tests is illustrated by an application to residential tenure data from the British Household Panel Survey.