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Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data

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  • Guillaume Horny
  • Rute Mendes
  • Gerard J. van den Berg

Abstract

We study job durations using a multivariate hazard model allowing for worker-specific and firm-specific unobserved determinants. The latter are captured by unobserved heterogeneity terms or random effects, one at the firm level and another at the worker level. This enables us to decompose the variation in job durations into the relative contribution of the worker and the firm. We also allow the unobserved terms to be correlated in a model that is primarily relevant for markets with small firms. For the empirical analysis, we use a Portuguese longitudinal matched employer--employee dataset. The model is estimated with a Bayesian Markov chain Monte Carlo (MCMC) estimation method. The results imply that unobserved firm characteristics explain almost 40% of the systematic variation in log job durations. In addition, we find a positive correlation between unobserved worker and firm characteristics.

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File URL: http://hdl.handle.net/10.1080/07350015.2012.698142
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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of Business & Economic Statistics.

Volume (Year): 30 (2012)
Issue (Month): 3 (July)
Pages: 468-480

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Handle: RePEc:taf:jnlbes:v:30:y:2012:i:3:p:468-480

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  1. Miguel Portela & Ana Rute Cardoso, 2005. "The provision of wage insurance by the firm: evidence from a longitudinal matched employer-employee dataset," NIPE Working Papers 17/2005, NIPE - Universidade do Minho.
  2. Guillaume HORNY & Dragana DJURDJEVIC & Bernhard BOOCKMANN & François LAISNEY, 2008. "Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries," Annales d'Economie et de Statistique, ENSAE, issue 89, pages 193-214.
  3. Mendes, Rute & van den Berg, Gerard J & Lindeboom, Maarten, 2007. "An empirical assessment of assortative matching in the labor market," Working Paper Series 2007:30, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  4. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
  5. Del Boca, Daniela & Sauer, Robert M., 2006. "Life Cycle Employment and Fertility Across Institutional Environments," IZA Discussion Papers 2285, Institute for the Study of Labor (IZA).
  6. Dostie, Benoit, 2005. "Job Turnover and the Returns to Seniority," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 192-199, April.
  7. José Vieira & Ana Cardoso & Miguel Portela, 2005. "Gender segregation and the wage gap in Portugal: an analysis at the establishment level," Journal of Economic Inequality, Springer, vol. 3(2), pages 145-168, August.
  8. Farber, Henry S., 1999. "Mobility and stability: The dynamics of job change in labor markets," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 37, pages 2439-2483 Elsevier.
  9. Light, Audrey & Ureta, Manuelita, 1992. "Panel Estimates of Male and Female Job Turnover Behavior: Can Female Nonquitters Be Identified?," Journal of Labor Economics, University of Chicago Press, vol. 10(2), pages 156-81, April.
  10. Jean-Marc Robin & Costas Meghir & Jeremy Lise, 2008. "Matching, Sorting and Wages," 2008 Meeting Papers 273, Society for Economic Dynamics.
  11. Johnson, William R, 1978. "A Theory of Job Shopping," The Quarterly Journal of Economics, MIT Press, vol. 92(2), pages 261-78, May.
  12. Leonardo Grilli, 2005. "The random-effects proportional hazards model with grouped survival data: a comparison between the grouped continuous and continuation ratio versions," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 83-94.
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Cited by:
  1. repec:ese:iserwp:2009-11 is not listed on IDEAS
  2. Fernández-Kranz, Daniel & Paul, Marie & Rodríguez-Planas, Núria, 2011. "Part-Time Work, Fixed-Term Contracts, and the Returns to Experience," IZA Discussion Papers 5815, Institute for the Study of Labor (IZA).

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