State dependence in self-assessed health in Spain

Sara Ayllón, Cristina Blanco-Perez

    Research output: Contribution to journalArticleResearchpeer-review

    3 Citations (Scopus)


    This paper studies for the first time the importance of the contribution of state dependence to the explanation of self-assessed health dynamics in Spain. With this objective in mind, we estimate a series of econometric models including a new proposal for a Heckman selection model with an initial conditions equation run as an ordered probit. Evidence suggests that state dependence and unobserved heterogeneity account for much of the probability of reporting a specific health status while the significance of observed heterogeneity vanishes when controlling for both. However, state dependence looses importance once the error structure of the estimations is improved. © 2012, Instituto de Estudios Fiscales.
    Original languageEnglish
    Pages (from-to)9-29
    JournalHacienda Publica Espanola
    Issue number3
    Publication statusPublished - 1 Dec 2012


    • Self-assesed health dynamics
    • State dependence
    • Unobserved heterogeneity


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