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Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations

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  • Ours, J.C. van
  • Lomwel, A.G.C. van
  • Berg, G. van den

    (Tilburg University, Center for Economic Research)

Abstract

In this Paper we simultaneously analyse transitions from unemployment to employment and to non-participation. We estimate a dependent competing risks model with non-parametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms, allowing for mutual dependence of the unobserved heterogeneity terms. We use a unique population data set of French unemployment over the period 1988-94, stratified by gender type, duration class and exit state.

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2003-93.

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Date of creation: 2003
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Handle: RePEc:dgr:kubcen:200393

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Related research

Keywords: exit rate; hazard rate; unobserved heterogeneity; duration dependence; non participation;

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References

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  1. Machin, Stephen & Manning, Alan, 1999. "The causes and consequences of longterm unemployment in Europe," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 47, pages 3085-3139 Elsevier.
  2. Abbring, J.H. & Berg, G. van den & Ours, J.C. van, 2002. "The anatomy of unemployment dynamics," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91479, Tilburg University.
  3. van den Berg, Gerard J. & van der Klaauw, Bas, 2001. "Combining micro and macro unemployment duration data," Journal of Econometrics, Elsevier, vol. 102(2), pages 271-309, June.
  4. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 701-710.
  5. Berg, G.J. & Ours, J.C., 1993. "Unemployment dynamics and duration dependence," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  6. Christopher J. Flinn & James J. Heckman, 1982. "Are Unemployment and Out of the Labor Force Behaviorally Distinct Labor Force States?," NBER Working Papers 0979, National Bureau of Economic Research, Inc.
  7. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460 Elsevier.
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Cited by:
  1. Daniela-Emanuela Dănăcică, 2011. "Incidence And Unemployment Duration In The Oltenia Region," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 42-55, May.
  2. Agne Lauzadyte, 2007. "A Statistical Programme Assignment Model," Economics Working Papers 2007-18, School of Economics and Management, University of Aarhus.

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