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Analysing Incomplete Individual Employment Histories Using Indirect Inference

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  • Magnac, Thierry
  • Robin, Jean-Marc
  • Visser, Michael

Abstract

In this paper we apply the Indirect Inference method to estimate the parameters of a semi-Markov transition model when the data are subject to a complex form of censoring. There is no explicit expression for the likelihood function, and therefore Maximum Likelihood estimation is computationally burdensome. The econometric methodology of Indirect Inference is first tested on simulated data under various assumptions about the distribution of spell durations and transitions. Then, it is applied to labor market transitions between self-employment, wage-work, and unemployment using the 1986-88 French labor force survey. Although the analysis is basically a reduced-form analysis, we motivate our transition model in terms of a structural search model. Copyright 1995 by John Wiley & Sons, Ltd.

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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 10 (1995)
Issue (Month): S (Suppl. Dec.)
Pages: S153-69

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Handle: RePEc:jae:japmet:v:10:y:1995:i:s:p:s153-69

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Cited by:
  1. Emi Nakamura & Dawit Zerom, 2009. "Accounting for Incomplete Pass-Through," NBER Working Papers 15255, National Bureau of Economic Research, Inc.
  2. Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54, pages 1159-1198, November.
  3. Gobillon, Laurent & Selod, Harris, 2007. "The Effect of Segregation and Spatial Mismatch on Unemployment: Evidence from France," CEPR Discussion Papers 6198, C.E.P.R. Discussion Papers.
  4. Mark Yuying An & Ming Liu, 2000. "Using Indirect Inference To Solve The Initial-Conditions Problem," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 656-667, November.
  5. Fatih Guvenen & Anthony Smith, 2013. "Inferring labor income risk and partial insurance from economic choices," Staff Report 485, Federal Reserve Bank of Minneapolis.
  6. Bo Honore & Aureo de Paula, 2013. "Interdependent durations in joint retirement," CeMMAP working papers CWP05/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Melissa Tartari, 2006. "Divorce and the cognitive achievement of children," 2006 Meeting Papers 32, Society for Economic Dynamics.

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