Supplement to "Nonparametric Inference on State Dependence in Unemployment"

The supplemental appendix contains: (i) Discussions of extending the DPO model to discrete outcomes our higher order state dependence; (ii) A brief survey of semiparametric dynamic binary response models; (iii) Proofs for the propositions in the main text; (iv) A discussion of the linearity of parameters and assumptions used in the DPO model; (v) A discussion of dimension reduction strategies; (vi) A discussion of estimation and statistical inference; and (vii) Additional empirical estimates.

Supplemental Authors: 
Torgovitsky, Alexander - University of Chicago
Online Appendix