The Non-Parametric Identification of Lagged Duration Dependence

In this paper, I consider the identification of lagged duration dependence in multiple spells without using the assumtion that there are additional regressors orthogonal to the individual effects. The non-parametric identification strategy is applied to the multiple non-employment spells of 2066 new entrants. The estimated lagged duration dependence function rises for the first 4 months and thereafter decreases, suggesting negative effects of non-employment for long periods of non-employment.<BR><BR>