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Joint estimation of employment and unemployment hazard rates with unobserved heterogeneity using the hshaz2s command

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  • David Troncoso-Ponce

    (University of Seville)

Abstract

In this talk, I present hshaz2s, a new Stata command that estimates two-states proportional-hazard rates models with unobserved heterogeneity specific to each of the two modeled states. hshaz2s uses the d2 ml method to provide the algebraic expressions of the first- and second-order derivatives of the log-likelihood function to achieve the model convergence faster, which is especially relevant for empirical researchers dealing with large longitudinal microdata sets. Results of fitting a discrete time duration model that jointly estimates the transition rates from employment and unemployment states on a sample of workers in the Spanish labor market are presented to show the main features of hshaz2s.

Suggested Citation

  • David Troncoso-Ponce, 2021. "Joint estimation of employment and unemployment hazard rates with unobserved heterogeneity using the hshaz2s command," 2021 Stata Conference 31, Stata Users Group.
    • Handle: RePEc:boc:scon21:31
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