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Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data

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Author Info

  • Horny, Guillaume

    ()
    (Bank of France)

  • Mendes, Rute

    (Tinbergen Institute Amsterdam)

  • van den Berg, Gerard J

    (IFAU - Insitute for Labour Market Policy Evaluation)

Abstract

We study job durations using a multivariate hazard model allowing for workerspecific 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. For the empirical analysis we use a Portuguese longitudinal matched employer-employee data set. The model is estimated with a Bayesian Markov Chain Monte Carlo (MCMC) estimation method. The results imply that firm characteristics explain around 30% of the variation in log job durations. In addition, we find a positive correlation between unobserved worker and firm characteristics.

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Bibliographic Info

Paper provided by IFAU - Institute for Evaluation of Labour Market and Education Policy in its series Working Paper Series with number 2009:4.

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Length: 28 pages
Date of creation: 02 Feb 2009
Date of revision:
Publication status: Published as Horny, Guillaume, Rute Mendes and Gerard J van den Berg, 'Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data' in Journal of Business and Economic Statistics, 2012, pages 468-480.
Handle: RePEc:hhs:ifauwp:2009_004

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Keywords: Job transitions; assortative matching; Gibbs sampling; frailties; dynamic models; matched employer-employee data;

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References

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  1. Johnson, William R, 1978. "A Theory of Job Shopping," The Quarterly Journal of Economics, MIT Press, vol. 92(2), pages 261-78, May.
  2. Dostie, Benoit, 2005. "Job Turnover and the Returns to Seniority," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 192-199, April.
  3. Jean-Marc Robin & Costas Meghir & Jeremy Lise, 2008. "Matching, Sorting and Wages," 2008 Meeting Papers 273, Society for Economic Dynamics.
  4. Samuel Manda & Renate Meyer, 2005. "Age at first marriage in Malawi: a Bayesian multilevel analysis using a discrete time-to-event model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(2), pages 439-455.
  5. Mendes, Rute & van den Berg, Gerard J. & Lindeboom, Maarten, 2007. "An Empirical Assessment of Assortative Matching in the Labor Market," IZA Discussion Papers 3053, Institute for the Study of Labor (IZA).
  6. 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.
  7. 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).
  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. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
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Cited by:
  1. 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).
  2. repec:ese:iserwp:2009-11 is not listed on IDEAS
  3. Raul Caruso & Ilaria Petrarca & Roberto Ricciuti, 2014. "Spatial Concentration of Military Dictatorships in Sub-Saharan Africa (1977-2007)," CESifo Working Paper Series 4802, CESifo Group Munich.

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